The following pages link to (Q4845598):
Displaying 18 items.
- Semi-parametric estimation of American option prices (Q528168) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences (Q993276) (← links)
- Extended Itô integrals and the reflection problem (Q1288942) (← links)
- The European option with hereditary price structures (Q1294213) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Gaussian measures on linear spaces (Q1920991) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- Finite expiry Russian options (Q2485844) (← links)
- An optimal stopping problem in a diffusion-type model with delay (Q2489871) (← links)
- Russian and American put options under exponential phase-type Lévy models. (Q2574619) (← links)
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)
