Narrow search
Showing 1 - 4 of 4
Cover Image
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Cover Image
Optimal gradual liquidation of equity from a risky asset
Dokučaev, Nikolaj G. - In: Applied economics letters 17 (2010) 13/15, pp. 1305-1308
Persistent link: https://www.econbiz.de/10008938305
Cover Image
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
Cover Image
A first-order BSPDE for swing option pricing
Bender, Christian; Dokučaev, Nikolaj G. - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 461-491
Persistent link: https://www.econbiz.de/10011583530