//--> //--> //-->
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
~subject:"Markov chain"
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
Perpetual barrier options in j...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Optionspreistheorie
15
Stochastischer Prozess
15
Stochastic process
13
Option pricing theory
11
Theorie
10
Poisson-Prozess
7
Theory
7
Brownian motion
6
Suchtheorie
6
Search theory
5
diffusion process
5
integro-differential free-boundary problem
5
normal reflection
5
Markov-Kette
4
Option trading
4
Optionsgeschäft
4
compound Poisson process
4
continuous and smooth fit
4
geometric Brownian motion
4
optimal stopping problem
4
Derivat
3
Derivative
3
Discounted optimal stopping problem
3
Mathematisches Modell
3
a change-of-variable formula with local time on surfaces
3
maximum process
3
American double barrier options
2
Black-Scholes model
2
Black-Scholes-Modell
2
Brownsche Bewegung
2
Differentialgleichung
2
Diffuse Streuung
2
Dividend
2
Dividende
2
European contingent claims
2
Ito’s formula
2
Jump process
2
Laplace transform
2
Mathematical programming
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Gapeev, Pavel V.
4
Brockhaus, Oliver
1
Dubois, Mathieu
1
Jeanblanc, Monique
1
Published in...
All
International journal of theoretical and applied finance
3
Mathematics of operations research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
2
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
Saved in:
3
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
4
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->