Pages that link to "Item:Q2942281"
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The following pages link to Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281):
Displaying 5 items.
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- On the optimality of periodic barrier strategies for a spectrally positive Lévy process (Q1681080) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Primal and Dual Pricing of Multiple Exercise Options in Continuous Time (Q5388676) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
