Pages that link to "Item:Q1776028"
From MaRDI portal
The following pages link to Valuation of American options in the presence of event risk (Q1776028):
Displaying 10 items.
- 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)
- Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Valuation of American Call Option Considering Uncertain Volatility (Q4919262) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Generalized BSDE and reflected BSDE with random time horizon (Q6164927) (← links)
