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Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Finance and stochastics 9 (2005) 3, pp. 349-367
Persistent link: https://www.econbiz.de/10002946698
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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
Cover Image
Representation formulas for Malliavin derivatives of diffusion processes
Detemple, Jérôme; Garcia, René; Rindisbacher, Marcel - In: Finance and stochastics 9 (2005) 3, pp. 349-368
Persistent link: https://www.econbiz.de/10008214296
Cover Image
An optimal stopping problem with a reward constraint
Detemple, Jérôme; Tian, Weidong; Xiong, Jie - In: Finance and stochastics 16 (2012) 3, pp. 423-449
Persistent link: https://www.econbiz.de/10009983145
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Connecting discrete and continuous path-dependent options
Broadie, Mark; Glasserman, Paul; Kou, S. G. - In: Finance and stochastics 3 (1999) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10001367460
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Connecting discrete and continuous path-dependent options
Broadie, Mark; Glasserman, Paul; Kou, S.G. - In: Finance and stochastics 3 (1999) 1, pp. 55-82
Persistent link: https://www.econbiz.de/10008218082