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~isPartOf:"Finance and stochastics"
~subject:"Incomplete information"
~subject:"Option pricing theory"
~subject:"Stochastischer Prozess"
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Option pricing theory
Stochastischer Prozess
Search theory
20
Suchtheorie
20
Optionspreistheorie
10
Optimal stopping
9
Theorie
6
Theory
6
Stochastic process
4
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American options with maximum process
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Belomestny, Denis
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Finance and stochastics
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
26
Mathematics of operations research
14
Operations research
12
International journal of theoretical and applied finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
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7
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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2
Economic modelling
2
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2
Faculty & research / Insead : working paper series
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
2
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2
Insurance / Mathematics & economics
2
International journal of production economics
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1
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
Saved in:
2
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
De Angelis, Tiziano
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 71-123
Persistent link: https://www.econbiz.de/10012253341
Saved in:
3
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
4
Watermark options
Rodosthenous, Neofytos
;
Zervos, Mihail
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10011944067
Saved in:
5
A direct solution method for pricing options involving the maximum process
Egami, Masahiko
;
Oryu, Tadao
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 967-993
Persistent link: https://www.econbiz.de/10011944460
Saved in:
6
Bottleneck options
Ott, Curdin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
Saved in:
7
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Game options
Kifer, Yuri
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 443-463
Persistent link: https://www.econbiz.de/10001539201
Saved in:
1
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