A new integral equation formulation for American put options (Q4554433): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Randomization and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
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+NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET
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+Q5568092
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q4822982
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Power penalty method for a linear complementarity problem arising from American option valuation
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+An exact and explicit solution for the valuation of American put options
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+A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
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+A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility
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+An inverse finite element method for pricing American options
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