Dynamic costs arising from the variable impact of information on asset pricing present a
challenge for accurate European currency option pricing. The Garman and Kohlhagen …

We present closed-form solutions to some double optimal stopping problems with payoffs
representing linear functions of the running maxima and minima of a geometric Brownian …

We derive closed-form solutions to the perpetual American standard and floating-strike
lookback put and call options in an extension of the Black--Merton--Scholes model with …

We derive the explicit price of the perpetual American put option canceled at the last-
passage time of the underlying above some fixed level. We assume that the asset process is …

We derive closed-form solutions to some discounted optimal stopping problems related to
the perpetual American cancellable dividend-paying put and call option pricing problems in …

We present closed-form solutions to the problems of pricing of the perpetual American
double lookback put and call options on the maximum drawdown and the maximum drawup …

Mobile edge computing (MEC) paradigm has emerged to improve the quality of service &
experience of applications deployed in close proximity to end-users. Due to their restricted …

This paper is intended to provide a unique valuation formula for the Russian option with a
random time horizon; in particular, such option restricts its holders to make their stopping …

The article presents the discussion on theory of optimal stopping providing a powerful set of
tools for the study of the American contingent claim pricing problem in mathematical finance …

We present closed-form solutions to a discounted optimal stopping zero-sum game in a
model with a generalised geometric Brownian motion with coecients depending on its …