LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184): Difference between revisions

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+Improved lower and upper bound algorithms for pricing American options by simulation
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+Valuation of stock loans with jump risk
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+Randomization and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Evaluation of American strangles
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+American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach
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+Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
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+THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+The Valuation of American Options for a Class of Diffusion Processes
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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+Pricing American Options: A Duality Approach
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+A Jump-Diffusion Model for Option Pricing
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+Review of inverse Laplace transform algorithms for Laplace-space numerical approaches
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+A moving boundary approach to American option pricing
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+ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
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+Valuing American options under the CEV model by Laplace-Carson transforms
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+Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
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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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