//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gapeev, Pavel V."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"American lookback option"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
American lookback option problem
1
Discounted optimal stopping problem
1
a change-of-variable formula with local time on surfaces
1
a nonlinear Volterra integral equation of the second kind
1
boundary surface
1
finite horizon
1
geometric Brownian motion
1
maximum process
1
normal reflection
1
parabolic free-boundary problem
1
smooth fit
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Gapeev, Pavel V.
Kitapbayev, Yerkin
1
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Published in...
All
SFB 649 Discussion Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon
Gapeev, Pavel V.
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2006
kind, boundary surface, a change-of-variable formula with local time on surfaces,
American
lookback
option
problem. 1 [22 …
Persistent link: https://www.econbiz.de/10005677895
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->