Pages that link to "Item:Q5109987"
From MaRDI portal
The following pages link to Double continuation regions for American and Swing options with negative discount rate in Lévy models (Q5109987):
Displaying 11 items.
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- American step options (Q2282524) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- SWING OPTION PRICING BY DYNAMIC PROGRAMMING WITH B-SPLINE DENSITY PROJECTION (Q5210912) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)