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The critical price for the American put in an exponential Lévy model
Lamberton, Damien; Mikou, Mohammed - In: Finance and stochastics 12 (2008) 4, pp. 561-581
Persistent link: https://www.econbiz.de/10003899272
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Bottleneck options
Ott, Curdin - In: Finance and stochastics 18 (2014) 4, pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix; Ferrari, Giorgio - In: Finance and stochastics 27 (2023) 3, pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
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Optimal dividenc policy and growth option
Décamps, Jean-Paul; Villeneuve, Stéphane - In: Finance and stochastics 11 (2007) 1, pp. 3-27
Persistent link: https://www.econbiz.de/10003410633
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Free boundary and optimal stopping problems for American Asian options
Pascucci, Andrea - In: Finance and stochastics 12 (2008) 1, pp. 21-41
Persistent link: https://www.econbiz.de/10003592543
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An optimal stopping problem with a reward constraint
Detemple, Jérôme B.; Tian, Weidong; Xiong, Jie - In: Finance and stochastics 16 (2012) 3, pp. 423-448
Persistent link: https://www.econbiz.de/10009562313
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Game options
Kifer, Yuri - In: Finance and stochastics 4 (2000) 4, pp. 443-463
Persistent link: https://www.econbiz.de/10001539201
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Optimal stopping for a diffusion with jumps
Mordecki, Ernesto - In: Finance and stochastics 3 (1999) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
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Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio - In: Finance and stochastics 24 (2020) 4, pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165