Pricing of perpetual American options in a model with partial information
PV Gapeev - International Journal of Theoretical and Applied …, 2012 - World Scientific
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
Pricing of perpetual American options in a model with partial information
PV Gapeev - International Journal of Theoretical and Applied …, 2012 - eprints.lse.ac.uk
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
[PDF][PDF] Pricing of perpetual American options in a model with partial information
P Gapeev - 2010 - fields.utoronto.ca
Let (Ω, G, P) be a probability space, B=(Bt) t≥ 0 be a standard Brownian motion, Θ=(Θt) t≥ 0
be a continuous Markov chain with two states 0 and 1, initial distribution [1− π, π] for π∈[0 …
be a continuous Markov chain with two states 0 and 1, initial distribution [1− π, π] for π∈[0 …
[PDF][PDF] Pricing of perpetual American options in a model with partial information
PV Gapeev - scholar.archive.org
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a risky asset can regulate the dividend rate by switching it between …
in which the firm issuing a risky asset can regulate the dividend rate by switching it between …
PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION
PV Gapeev - International Journal of Theoretical and Applied …, 2012 - econpapers.repec.org
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION
PV GAPEEV - Finance at Fields, 2013 - books.google.com
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
Pricing of Perpetual American Options in a Model with Partial Information
PV Gapeev - Available at SSRN 1696542, 2010 - papers.ssrn.com
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION
PV GAPEEV - International Journal of Theoretical and Applied …, 2012 - cir.nii.ac.jp
抄録< jats: p> We study the perpetual American call option pricing problem in a model of a
financial market in which the firm issuing a traded asset can regulate the dividend rate by …
financial market in which the firm issuing a traded asset can regulate the dividend rate by …
PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION.
PV GAPEEV - International Journal of Theoretical & Applied …, 2012 - search.ebscohost.com
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
in which the firm issuing a traded asset can regulate the dividend rate by switching it …
[PDF][PDF] Pricing of perpetual American options in a model with partial information
PV Gapeev - Citeseer
We study the perpetual American call option pricing problem in a model of a financial market
in which the firm issuing a risky asset can regulate the dividend rate by switching it between …
in which the firm issuing a risky asset can regulate the dividend rate by switching it between …