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Search theory
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Suchtheorie
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Finance and stochastics
Discussion paper / Centre for Economic Policy Research
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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
Speculative trading, prospect theory and transaction costs
Tse, Alex S. L.
;
Zheng, Harry
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 49-96
Persistent link: https://www.econbiz.de/10013489496
Saved in:
3
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Saved in:
4
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:
5
Partial liquidation under reference-dependent preferences
Henderson, Vicky
;
Muscat, Jonathan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 335-357
Persistent link: https://www.econbiz.de/10012253356
Saved in:
6
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia
;
Ceci, Claudia
;
Ferrari, Giorgio
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
Saved in:
7
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:
8
Time-consistent stopping under decreasing impatience
Huang, Yu-Jui
;
Nguyen-Huu, Adrien
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 69-95
Persistent link: https://www.econbiz.de/10011945627
Saved in:
9
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:
10
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:
11
Bottleneck options
Ott, Curdin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
Saved in:
12
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:
13
An optimal stopping problem with a reward constraint
Detemple, Jérôme B.
;
Tian, Weidong
;
Xiong, Jie
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 423-448
Persistent link: https://www.econbiz.de/10009562313
Saved in:
14
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
15
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:
16
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:
17
Optimal dividenc policy and growth option
Décamps, Jean-Paul
;
Villeneuve, Stéphane
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003410633
Saved in:
18
Game options
Kifer, Yuri
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 443-463
Persistent link: https://www.econbiz.de/10001539201
Saved in:
19
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
20
Optimal stopping for a diffusion with jumps
Mordecki, Ernesto
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001367337
Saved in:
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