//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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:"Stopping-rule-problem"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Search theory
18
Suchtheorie
18
Theorie
12
Theory
12
Option pricing theory
10
Optionspreistheorie
10
Black-Scholes model
5
Black-Scholes-Modell
5
Option trading
4
Optionsgeschäft
4
optimal stopping
4
Hedging
3
American options
2
Game theory
2
Insolvency
2
Insolvenz
2
Mathematical programming
2
Mathematische Optimierung
2
Spieltheorie
2
Stochastic process
2
Stochastischer Prozess
2
Aktie
1
Analysis
1
BSPDE
1
Börsenkurs
1
CAPM
1
Capital structure
1
Collateral
1
Control theory
1
Credit
1
Credit risk
1
Debt financing
1
Derivat
1
Derivative
1
Dividend
1
Dividende
1
Experiment
1
Fremdkapital
1
Incomplete market
1
Investitionsentscheidung
1
more ...
less ...
Online availability
All
Undetermined
2
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
Dai, Min
2
Touzi, Nizar
2
Bally, Vlad
1
Bender, Christian
1
Bensoussan, Alain
1
Biagini, Francesca
1
Björk, Tomas
1
Carmona, René
1
Chalasani, Prasad
1
Christensen, Sören
1
Dokučaev, Nikolaj G.
1
Décamps, Jean-Paul
1
Elie, Romuald
1
Elliott, Robert J. R.
1
Espinosa, Gilles-Eduard
1
Goodman, Jonathan
1
Göttsche, Ove E.
1
Hoe, SingRu
1
Jeanblanc, Monique
1
Jha, Somesh
1
Kwok, Yue-Kuen
1
Lai, Tze Leung
1
Lim, Tiong Wee
1
Mitchell, Daniel
1
Muthuraman, Kumar
1
Pagès, Gilles
1
Peskir, Goran
1
Printems, Jacques
1
Soner, Halil Mete
1
Vellekoop, Michel
1
Villeneuve, Stéphane
1
Xia, Jianming
1
Yan, Zhongfeng
1
Yin, George
1
Yor, Marc
1
Zhong, Yifei
1
Zhou, Xun Yu
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper series / IZA
181
Journal of economic theory
141
Discussion paper / Tinbergen Institute
120
NBER working paper series
107
European journal of operational research : EJOR
99
International economic review
99
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
CESifo working papers
79
European economic review : EER
79
Working paper / National Bureau of Economic Research, Inc.
79
Review of economic dynamics
78
Journal of economic dynamics & control
76
Computers & operations research : and their applications to problems of world concern ; an international journal
69
Discussion papers / CEPR
66
Working paper
66
Games and economic behavior
53
Journal of monetary economics
53
Discussion paper
49
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
45
Management science : journal of the Institute for Operations Research and the Management Sciences
43
International journal of industrial organization
40
Macroeconomic dynamics
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
The American economic review
34
Working paper series
34
Mathematics of operations research
33
Economic theory : official journal of the Society for the Advancement of Economic Theory
31
Federal Reserve Bank of Cleveland working paper series
30
Journal of economic behavior & organization : JEBO
30
Operations research
30
Journal of political economy
29
The review of economic studies
27
CESifo Working Paper Series
26
Journal of mathematical economics
23
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
18
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
2
Real options with competition and regime switching
Bensoussan, Alain
;
Hoe, SingRu
;
Yan, Zhongfeng
;
Yin, George
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10011739453
Saved in:
3
Optimal selling rules for monetary invariant criteria : tracking the maximum of a portfolio with negative drift
Elie, Romuald
;
Espinosa, Gilles-Eduard
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 754-788
Persistent link: https://www.econbiz.de/10011350516
Saved in:
4
A method for pricing American options using semi-infinite linear programming
Christensen, Sören
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10010256174
Saved in:
5
Rethinking dynamic capital structure models with roll-over debt
Décamps, Jean-Paul
;
Villeneuve, Stéphane
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 66-96
Persistent link: https://www.econbiz.de/10010256225
Saved in:
6
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
7
Optimal stock selling, buying strategy with reference to the ultimate average
Dai, Min
;
Zhong, Yifei
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 165-184
Persistent link: https://www.econbiz.de/10009554687
Saved in:
8
The early exercise premium for the American put under discrete dividends
Göttsche, Ove E.
;
Vellekoop, Michel
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008935660
Saved in:
9
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
10
Hedging under gamma constraints by optimal stopping and face-lifting
Soner, Halil Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003543104
Saved in:
11
On the timing option in a future contract
Biagini, Francesca
;
Björk, Tomas
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 267-283
Persistent link: https://www.econbiz.de/10003543130
Saved in:
12
Stock loans
Xia, Jianming
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 307-317
Persistent link: https://www.econbiz.de/10003543133
Saved in:
13
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
14
A quantization tree method for pricing and hedging multidimensional American options
Bally, Vlad
;
Pagès, Gilles
;
Printems, Jacques
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 119-168
Persistent link: https://www.econbiz.de/10002583057
Saved in:
15
On the American option problem
Peskir, Goran
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 169-181
Persistent link: https://www.econbiz.de/10002583064
Saved in:
16
Exercise regions and efficient valuation of American lookback options
Lai, Tze Leung
;
Lim, Tiong Wee
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10002032697
Saved in:
17
Randomized stopping times and American option pricing with transaction costs
Chalasani, Prasad
;
Jha, Somesh
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 33-77
Persistent link: https://www.econbiz.de/10001650918
Saved in:
18
On models of default risk
Elliott, Robert J. R.
;
Jeanblanc, Monique
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->