Perpetual American Options with Asset-Dependent Discounting (English)
Free access
- New search for: Al-Hadad, Jonas
- New search for: Palmowski, Zbigniew
- Further information on Palmowski, Zbigniew:
-
https://orcid.org/http://orcid.org/0000-0001-9257-1115
- New search for: Al-Hadad, Jonas
- New search for: Palmowski, Zbigniew
- Further information on Palmowski, Zbigniew:
-
https://orcid.org/http://orcid.org/0000-0001-9257-1115
In:
Applied Mathematics & Optimization
;
89
, 1
;
2024
- Article (Journal) / Electronic Resource
-
Title:Perpetual American Options with Asset-Dependent Discounting
-
Additional title:Appl Math Optim
-
Contributors:Al-Hadad, Jonas ( author ) / Palmowski, Zbigniew ( author )
-
Published in:
-
Publisher:
- New search for: Springer US
-
Place of publication:New York
-
Publication date:2024-02-01
-
ISSN:
-
DOI:
-
Type of media:Article (Journal)
-
Type of material:Electronic Resource
-
Language:English
- New search for: 60G40 / 60J60 / 91B28
- Further information on Mathematics Subject Classification
-
Keywords:
-
Classification:
-
Licence:
-
Source:
Table of contents – Volume 89, Issue 1
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
-
Boundedness Through Nonlocal Dampening Effects in a Fully Parabolic Chemotaxis Model with Sub and Superquadratic GrowthChiyo, Yutaro / Düzgün, Fatma Gamze / Frassu, Silvia / Viglialoro, Giuseppe et al. | 2024
-
Stability and Dynamics for Lamé System with Degenerate Memory and Time-Varying DelayHu, Meng / Yang, Xin-Guang / Yuan, Jinyun et al. | 2024
-
Effects of Kelvin–Voigt Damping on the Stability of (Thermo)Elastic Timoshenko System with Second SoundCui, Jianan / Chai, Shugen et al. | 2024
-
Linear-Quadratic Delayed Mean-Field Social OptimizationNie, Tianyang / Wang, Shujun / Wu, Zhen et al. | 2024
-
The Dual Approach to Optimal Control in the Coefficients of Nonlocal Nonlinear DiffusionSchytt, Marcus / Evgrafov, Anton et al. | 2024
-
Minimization of the Buckling Load of a Clamped Plate with Perimeter ConstraintCarriero, Michele / Cito, Simone / Leaci, Antonio et al. | 2024
-
Fast Continuous Dynamics Inside the Graph of Subdifferentials of Nonsmooth Convex FunctionsMaingé, Paul-Emile / Weng-Law, André et al. | 2024
-
Perpetual American Options with Asset-Dependent DiscountingAl-Hadad, Jonas / Palmowski, Zbigniew et al. | 2024
-
Zero-Sum Stochastic Linear-Quadratic Stackelberg Differential Games with JumpsWu, Fan / Xiong, Jie / Zhang, Xin et al. | 2024
-
Optimal Distributed Control for a Viscous Non-local Tumour Growth ModelFornoni, Matteo et al. | 2024
-
Robust Feedback Stabilization of Interacting Multi-agent Systems Under UncertaintyAlbi, Giacomo / Herty, Michael / Segala, Chiara et al. | 2024
-
The Cost of Null Controllability for a Backward Stochastic Degenerate Parabolic Equation in the Vanishing Viscosity LimitChen, Qun / Wu, Bin et al. | 2024
-
Sharp-Interface Limit of a Multi-phase Spectral Shape Optimization Problem for Elastic StructuresGarcke, Harald / Hüttl, Paul / Kahle, Christian / Knopf, Patrik et al. | 2024
-
Importance Sampling for the Empirical Measure of Weakly Interacting DiffusionsBezemek, Z. W. / Heldman, M. et al. | 2024
-
Approximate Optimal Control of Fractional Impulsive Partial Stochastic Differential Inclusions Driven by Rosenblatt ProcessYan, Zuomao et al. | 2024
-
Dynamics of a Thermoelastic Balakrishnan–Taylor Beam Model with Fractional OperatorsTavares, Eduardo H. Gomes / Silva, Marcio A. Jorge / Li, Yanan / Narciso, Vando / Yang, Zhijian et al. | 2024
-
On Optimality of Barrier Dividend Control Under Endogenous Regime Switching with Application to Chapter 11 BankruptcyWang, Wenyuan / Yu, Xiang / Zhou, Xiaowen et al. | 2024
-
Quasi-stability and Upper Semicontinuity for Coupled Wave Equations with Fractional DampingQin, Yuming / Han, Xiaoyue et al. | 2024
-
Stackelberg Game Approach to Mixed Stochastic H2/H∞ Control for Mean-Field Jump-Diffusions SystemsZhang, Suya / Zhang, Weihai / Meng, Qingxin et al. | 2024
-
Numerical Solution to a Free Boundary Problem for the Stokes Equation Using the Coupled Complex Boundary Method in Shape Optimization SettingRabago, Julius Fergy Tiongson / Notsu, Hirofumi et al. | 2024
-
Global Well-Posedness, Mean Attractors and Invariant Measures of Generalized Reversible Gray–Scott Lattice Systems Driven by Nonlinear NoiseQin, Xiaolan / Wang, Renhai et al. | 2024
-
Dynamics and Stability Analysis for Stochastic 3D Lagrangian-Averaged Navier–Stokes Equations with Infinite Delay on Unbounded DomainsYang, Shuang / Caraballo, Tomás / Li, Yangrong et al. | 2024
-
Continuity Properties of Pullback and Pullback Exponential Attractors for Non-autonomous Plate with p-LaplacianAouadi, Moncef et al. | 2024
-
Non-Markovian Mean-Variance Portfolio Selection Problems via Closed-Loop Equilibrium StrategiesSu, Xizhi / Wang, Tianxiao / Wei, Jiaqin / Zhou, Chao et al. | 2024
-
Polynomial Mixing of a Stochastic Wave Equation with Dissipative DampingNguyen, Hung D. et al. | 2024
-
Strong Stationarity Conditions for the Optimal Control of a Cahn–Hilliard–Navier–Stokes SystemHintermüller, Michael / Keil, Tobias et al. | 2024
-
Return-to-Normality in a Piecewise Deterministic Markov SIR+V Model with Pharmaceutical and Non-pharmaceutical InterventionsGoreac, Dan / Li, Juan / Wang, Yi / Wang, Zhengyang et al. | 2024
-
On the Limit of Solutions for a Reaction–Diffusion Equation Containing Fractional LaplaciansXu, Jiaohui / Caraballo, Tomás / Valero, José et al. | 2024
-
Global Solution and Optimal Control of an Epidemic Propagation with a Heterogeneous DiffusionColli, Pierluigi / Gilardi, Gianni / Marinoschi, Gabriela et al. | 2024