Optimal early retirement near the expiration of a pension plan
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Publication:854273
DOI10.1007/s00780-006-0003-7zbMath1101.91054OpenAlexW2053076957MaRDI QIDQ854273
Publication date: 8 December 2006
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-006-0003-7
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Cites Work
- The pricing of the American option
- On optimal stopping and free boundary problems
- A variational inequality approach to financial valuation of retirement benefits based on salary
- Critical price near maturity for an American option on a dividend-paying stock.
- Brownian optimal stopping and random walks
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL
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