Pages that link to "Item:Q928494"

The following pages link to Free boundary and optimal stopping problems for American Asian options (Q928494):

Displaying 30 items.

• An analysis of path-dependent options (Q261989) (← links)
• On left-invariant Hörmander operators in \(\mathbb R^N\). Applications to Kolmogorov-Fokker-Planck equations (Q392935) (← links)
• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• The obstacle problem for parabolic non-divergence form operators of Hörmander type (Q413456) (← links)
• Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
• Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528) (← links)
• Large-time behavior for obstacle problems for degenerate viscous Hamilton-Jacobi equations (Q745581) (← links)
• Intrinsic Taylor formula for Kolmogorov-type homogeneous groups (Q898831) (← links)
• Path dependent volatility (Q940996) (← links)
• Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
• Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
• Obstacle problem for arithmetic Asian options (Q1046556) (← links)
• Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
• Optimal timing to initiate medical treatment for a disease evolving as a semi-Markov process (Q1682979) (← links)
• Singular risk-neutral valuation equations (Q1761441) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
• Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
• Exercise boundary of American-style Asian option (Q2378896) (← links)
• A new approach for pricing discounted American options (Q2656825) (← links)
• Existence of a fundamental solution of partial differential equations associated to Asian options (Q2665499) (← links)
• Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
• OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
• Regularity of the free boundary of an American option on several assets (Q3636924) (← links)
• Time-symmetric optimal stochastic control problems in space-time domains (Q5044099) (← links)
• CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
• Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
• (Q6150751) (← links)
• New perspectives on recent trends for Kolmogorov operators (Q6612903) (← links)
• On the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients (Q6617995) (← links)