New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Q4356580
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Option pricing: A simplified approach
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+An efficient binomial method for pricing American options
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+Q4130923
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+Variational inequalities and the pricing of American options
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+Optimal Stopping and the American Put
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+Multinomial Approximating Models for Options with k State Variables
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