Optimal stopping and utility in a simple modelof unemployment insurance
Year of publication: |
2019
|
---|---|
Authors: | Anquandah, Jason S. ; Bogachev, Leonid V. |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 3, p. 1-41
|
Publisher: |
Basel : MDPI |
Subject: | American call option | free boundary problem | geometric Brownian motion | insurance | martingale | optimal stopping | unemployment | utility |
-
Optimal stopping and utility in a simple modelof unemployment insurance
Anquandah, Jason S., (2019)
-
Algorithmic optimization and its application in finance
Avdiu, Kujtim, (2021)
-
Smooth upper bounds for the price function of American style options
Bhim, Louis, (2018)
- More ...
-
Optimal stopping and utility in a simple modelof unemployment insurance
Anquandah, Jason S., (2019)
- More ...