//--> //--> //-->
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
~isPartOf:"International journal of theoretical and applied finance"
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
Search: subject_exact:"Optimal stopping"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Search theory
17
Suchtheorie
17
Option pricing theory
10
Optionspreistheorie
10
optimal stopping
8
Option trading
6
Optionsgeschäft
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
4
Theory
4
Control theory
2
Derivat
2
Derivative
2
Kontrolltheorie
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Risikoaversion
2
Risk aversion
2
Transaction costs
2
Transaktionskosten
2
free-boundary problem
2
geometric Brownian motion
2
ASR contracts
1
Aktienmarkt
1
Aktienoption
1
Aktienrückkauf
1
American
1
American asset-or-nothing put option
1
American chooser options
1
American option price
1
American options
1
American put option
1
American stangle options
1
Amerikanisch
1
Black-Scholes model
1
Black-Scholes-Modell
1
British asset-or-nothing put option
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Kitapbayev, Yerkin
2
Leung, Tim
2
Yamazaki, Kazutoshi
2
Barbachan, José Santiago Fajardo
1
Bhim, Louis
1
Bouzguenda Zeghal, Amina
1
Dahlgren, Martin
1
Ekström, Erik
1
Gao, Min
1
Gapeev, Pavel V.
1
Guéant, Olivier
1
Henderson, Vicky
1
Hobson, David G.
1
Kawai, Reiichiro
1
Korn, Ralf
1
Liu, Yue
1
Mitra, Sovan
1
Mnif, Mohamed
1
Monoyios, Michael
1
Mordecki, Ernesto
1
Ng, Andrew
1
Privault, Nicolas
1
Pu, Jiang
1
Qiu, Shi
1
Roux, Alet
1
Royer, Guillaume
1
Stabile, Gabriele
1
Surya, Budhi Arta
1
Vannestål, Martin
1
Zhang, Hongzhong
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Discussion paper series / IZA
178
Journal of economic theory
141
Discussion paper / Tinbergen Institute
120
NBER working paper series
102
European journal of operational research : EJOR
98
International economic review
97
Discussion paper / Centre for Economic Policy Research
91
Labour economics : official journal of the European Association of Labour Economists
91
IZA Discussion Paper
85
Economics letters
81
NBER Working Paper
81
European economic review : EER
79
Working paper / National Bureau of Economic Research, Inc.
79
CESifo working papers
76
Journal of economic dynamics & control
76
Review of economic dynamics
75
Computers & operations research : and their applications to problems of world concern ; an international journal
69
Discussion papers / CEPR
63
Working paper
62
Journal of monetary economics
53
Discussion paper
52
Games and economic behavior
52
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
51
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Macroeconomic dynamics
41
International journal of industrial organization
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
Journal of money, credit and banking : JMCB
36
Economic modelling
35
Mathematics of operations research
35
The American economic review
34
Working paper series
33
Operations research
32
Economic theory : official journal of the Society for the Advancement of Economic Theory
31
Journal of economic behavior & organization : JEBO
31
Federal Reserve Bank of Cleveland working paper series
30
CESifo Working Paper Series
29
Journal of political economy
28
Center for Mathematical Economics Working Papers
27
The review of economic studies
27
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
18
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
2
American options and incomplete information
Ekström, Erik
;
Vannestål, Martin
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012153092
Saved in:
3
Mathematical properties of American chooser options
Qiu, Shi
;
Mitra, Sovan
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011970995
Saved in:
4
Smooth upper bounds for the price function of American style options
Bhim, Louis
;
Kawai, Reiichiro
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011845920
Saved in:
5
Mean reversion trading with sequential deadlines and transaction costs
Kitapbayev, Yerkin
;
Leung, Tim
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011846482
Saved in:
6
Accelerated share repurchase : pricing and execution strategy
Guéant, Olivier
;
Pu, Jiang
;
Royer, Guillaume
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403749
Saved in:
7
Optimal capital structure with scale effects under spectrally negative Lévy models
Surya, Budhi Arta
;
Yamazaki, Kazutoshi
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010363903
Saved in:
8
Selling at the ultimate maximum in a regime-switching model
Liu, Yue
;
Privault, Nicolas
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011686946
Saved in:
9
The British asset-or-nothing put option
Gao, Min
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011687026
Saved in:
10
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
11
An analytic recursive method for optimal multiple stopping : Canadization and phase-type fitting
Leung, Tim
;
Yamazaki, Kazutoshi
;
Zhang, Hongzhong
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403875
Saved in:
12
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:
13
Optimal exercise of an executive stock option by an insider
Monoyios, Michael
;
Ng, Andrew
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10008908387
Saved in:
14
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky
;
Hobson, David G.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
Saved in:
15
Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 151-170
Persistent link: https://www.econbiz.de/10003312710
Saved in:
16
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
17
Optimal multiple stopping and valuation of swing options in Lévy models
Bouzguenda Zeghal, Amina
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1267-1298
Persistent link: https://www.econbiz.de/10003397177
Saved in:
18
The swing option on the stock market
Dahlgren, Martin
;
Korn, Ralf
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 123-139
Persistent link: https://www.econbiz.de/10002625828
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->