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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
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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
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Bottleneck options
Ott, Curdin - In: Finance and stochastics 18 (2014) 4, pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
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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
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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
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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
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Game options
Kifer, Yuri - In: Finance and stochastics 4 (2000) 4, pp. 443-463
Persistent link: https://www.econbiz.de/10001539201
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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
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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
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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