Narrow search
Showing 1 - 6 of 6
Cover Image
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid; Balcıog˜lu, Barış - In: Operations research letters 41 (2013) 6, pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
Cover Image
Asset sales when resale price is uncertain
Gao, Shumei; Song, Jihe; Luo, Zhengying - In: Investment management and financial innovations 11 (2014) 4, pp. 54-59
Persistent link: https://www.econbiz.de/10010514113
Cover Image
Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Cover Image
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Cover Image
The likelihood of mixed hitting times
Abbring, Jaap H.; Salimans, Tim - In: Journal of econometrics 223 (2021) 2, pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Cover Image
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier; Su, Xiaoshan - In: Asia Pacific financial markets 27 (2020) 4, pp. 477-520
Persistent link: https://www.econbiz.de/10012390326