The following pages link to (Q3997769):
Displaying 20 items.
- Using equity options to imply credit information (Q635970) (← links)
- How to maximize domestic benefits from foreign investments: the effect of irreversibility and uncertainty (Q953778) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Valuing equity-indexed annuities with icicled barrier options (Q1657865) (← links)
- Integration of Brownian vector fields. (Q1872277) (← links)
- Effective bandwidths: Call admission, traffic policing and filtering for ATM networks (Q1906865) (← links)
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Constant elasticity of variance models with target zones (Q2164570) (← links)
- Ratcheting with a bliss level of consumption (Q2329672) (← links)
- The stability of the deterministic Skorokhod problem is undecidable (Q2339927) (← links)
- On the single name CDS price under structural modeling (Q2349607) (← links)
- Filtering of a reflected Brownian motion with respect to its local time (Q2490046) (← links)
- Dynamic safety-stocks for asymptotic optimality in stochastic networks (Q2572911) (← links)
- Ergodicity of homogeneous Brownian flows. (Q2574565) (← links)
- The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
- (Q4546126) (← links)
- ON THE CONVEXITY OF VALUE FUNCTIONS FOR A CERTAIN CLASS OF STOCHASTIC DYNAMIC PROGRAMMING PROBLEM (Q4796578) (← links)
- Brownian excursions and Parisian barrier options: a note (Q4819501) (← links)
- A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271) (← links)
