The following pages link to (Q4868514):
Displaying 11 items.
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- A note on pasting conditions for the American perpetual optimal stopping problem (Q1003793) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- (Q3411281) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- (Q4431569) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- (Q5488452) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)