Pages that link to "Item:Q4918189"
From MaRDI portal
The following pages link to Perpetual American options in a diffusion model with piecewise-linear coefficients (Q4918189):
Displaying 6 items.
- (Q3644511) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← 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)
- (Q5212203) (← links)