Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595): Difference between revisions

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+Daniel Ševčovič
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+Free Boundary Problems in Mathematical Finance
@@ Property / cites work: Free Boundary Problems in Mathematical Finance / rank @@
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+CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS
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+Q5200620
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+Some mathematical results in the pricing of American options
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+Analytical Valuation of American-Style Asian Options
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+On the pricing of American options
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+Spectral Expansions for Asian (Average Price) Options
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+Evaluating approximations to the optimal exercise boundary for American options
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+Q4663402
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+Analysis of the free boundary for the pricing of an American call option
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+The Mathematics of Financial Derivatives
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+ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE
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+Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
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+W3121220780
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