Pages that link to "Item:Q5754695"
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The following pages link to Bounds for perpetual American option prices in a jump diffusion model (Q5754695):
Displaying 7 items.
- A bound on the value of a two-sided Margrabe infinite American option (Q260326) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Bounds for the American perpetual put on a stock index (Q2731150) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- Pricing Perpetual Options for Jump Processes (Q5718304) (← links)