Pages that link to "Item:Q5472777"
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The following pages link to CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777):
Displaying 16 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Watermark options (Q503393) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- American Options with Lookback Payoff (Q5700590) (← links)
- (Q6043631) (← links)