The following pages link to \(\pi \) options (Q981010):
Displaying 20 items.
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- Watermark options (Q503393) (← links)
- On the drawdowns and drawups in diffusion-type models with running maxima and minima (Q890509) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
- Learning about profitability and dynamic cash management (Q2095251) (← links)
- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal double stopping problems for maxima and minima of geometric Brownian motions (Q2152240) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- Bottleneck options (Q2255011) (← links)
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- The Value of the Perpetual American Call on the Time-Average of the Stock (Q3044055) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Discounted optimal stopping problems in first-passage time models with random thresholds (Q5868524) (← links)
