Browsing Applied Mathematics by Author "Rodosthenous, N"
Now showing items 1-3 of 3
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BEATING THE OMEGA CLOCK: AN OPTIMAL STOPPING PROBLEM WITH RANDOM TIME-HORIZON UNDER SPECTRALLY NEGATIVE LEVY MODELS
Rodosthenous, N; Zhang, H (2018-08) -
Perpetual American options in diffusion-type models with running maxima and drawdowns
Gapeev, PV; Rodosthenous, N (2016-07) -
Watermark options
Rodosthenous, N; Zervos, M (2017-01)