Showing 1 - 10 of 306
Persistent link: https://www.econbiz.de/10009420461
Persistent link: https://www.econbiz.de/10009420530
Persistent link: https://www.econbiz.de/10004924803
Persistent link: https://www.econbiz.de/10004819009
Persistent link: https://www.econbiz.de/10004844858
Persistent link: https://www.econbiz.de/10009698834
Persistent link: https://www.econbiz.de/10009498141
SFB 649 Discussion Paper 2006-058 Perpetual Barrier Options in Jump-Diffusion Models Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control Sciences, Moscow, Russia ...
Persistent link: https://www.econbiz.de/10004875337
SFB 649 Discussion Paper 2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of...
Persistent link: https://www.econbiz.de/10004875341