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AMS 62L15

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AMS Classification 62L15
"Optimal stopping"

These are all the papers that have the " 62L15 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Bilateral Credit Valuation Adjustment of an Optional Early Termination Clause
by Claudio Nordio of Banco Popolare, and
Lorenzo Giada of Banco Popolare
(175K PDF) -- 10 pages -- January 24, 2013

Optimal Default Boundary in Discrete Time Models
by Agata Altieri of the Universitá di Padova, and
Tiziano Vargiolu of the Universitá di Padova
(212K PDF) -- 16 pages -- June 2002


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