Pages that link to "Item:Q1297914"
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The following pages link to Optimal stopping for a diffusion with jumps (Q1297914):
Displaying 29 items.
- Technological advances and the decision to invest (Q470669) (← links)
- An optimal stopping problem for a geometric Brownian motion with Poissonian jumps (Q596911) (← links)
- American Parisian options (Q881414) (← links)
- The integral option in a model with jumps (Q952844) (← links)
- Obstacle problems and free boundaries: an overview (Q1735713) (← links)
- The disorder problem for compound Poisson processes with exponential jumps (Q1774227) (← links)
- An optimal stopping problem for jump diffusion logistic population model (Q1793351) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models (Q2520532) (← links)
- Some remarks on first passage of Lévy processes, the American put and pasting principles (Q2572401) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- A finite exact algorithm to solve a dice game (Q2804415) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Optimal Stopping Problems for Asset Management (Q3167333) (← links)
- Optimal strategies in a risky debt context (Q3396068) (← links)
- Perpetual barrier options in jump-diffusion models (Q3429337) (← links)
- On a problem of optimal stopping in mathematical finance (Q3542238) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- Exact solutions to the homing problem for a Wiener process with jumps (Q5151539) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Real options under a double exponential jump-diffusion model with regime switching and partial information (Q5234331) (← links)
- OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS (Q5386316) (← links)
- Free boundary problems and perpetual American strangles (Q5397447) (← links)
- Discounted Optimal Stopping for Maxima of Some Jump-Diffusion Processes (Q5440644) (← links)
- Optimal timing of business conversion for solvency improvement (Q6565533) (← links)
