Add to ORKGSIGLETIB: RO 3009 (41) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman
Optimal stopping and mathematical finance are intimately connected since the value of an American op...
We show that the problem of pricing the American put is equivalent to solving an optimal stopping pr...
Die Nutzung von Stoppregeln ist aus folgenden Gründen eine gängige Praxis an den Finanzmärkten: sie ...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...
Recently, the problem of finding robust bounds on option\r\nprices which incorporate information fro...
SIGLEBibliothek Weltwirtschaft Kiel C 148373 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...
10.1016/j.jspi.2003.09.042Journal of Statistical Planning and Inference1301-221-47JSPI
With 16 figs.Available from TIB Hannover: RO3009(209) / FIZ - Fachinformationszzentrum Karlsruhe / T...
Traditional methods of option pricing are based on models of pricing processes, which are various mo...
Praca porusza temat optymalnego momentu stopu oraz jego zastosowanie do problemu wyceny opcji ameryk...
The use of trading stops is a common practice in financial markets for a variety of reasons: it prov...
AbstractWe consider a discretionary stopping problem that arises in the context of pricing a class o...
Consider a model of a financial market with a stock driven by a Lévy process and constant interest ...
An efficient algorithm is developed to price European options in the presence of proportional transa...
We consider a discretionary stopping problem that arises in the context of pricing a class of perpet...
Optimal stopping and mathematical finance are intimately connected since the value of an American op...
We show that the problem of pricing the American put is equivalent to solving an optimal stopping pr...
Die Nutzung von Stoppregeln ist aus folgenden Gründen eine gängige Praxis an den Finanzmärkten: sie ...
SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...
Recently, the problem of finding robust bounds on option\r\nprices which incorporate information fro...
SIGLEBibliothek Weltwirtschaft Kiel C 148373 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...
10.1016/j.jspi.2003.09.042Journal of Statistical Planning and Inference1301-221-47JSPI
With 16 figs.Available from TIB Hannover: RO3009(209) / FIZ - Fachinformationszzentrum Karlsruhe / T...
Traditional methods of option pricing are based on models of pricing processes, which are various mo...
Praca porusza temat optymalnego momentu stopu oraz jego zastosowanie do problemu wyceny opcji ameryk...
The use of trading stops is a common practice in financial markets for a variety of reasons: it prov...
AbstractWe consider a discretionary stopping problem that arises in the context of pricing a class o...
Consider a model of a financial market with a stock driven by a Lévy process and constant interest ...
An efficient algorithm is developed to price European options in the presence of proportional transa...
We consider a discretionary stopping problem that arises in the context of pricing a class of perpet...
Optimal stopping and mathematical finance are intimately connected since the value of an American op...
We show that the problem of pricing the American put is equivalent to solving an optimal stopping pr...
Die Nutzung von Stoppregeln ist aus folgenden Gründen eine gängige Praxis an den Finanzmärkten: sie ...