The valuation of American barrier options using the decomposition technique (Q1583156): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+The Valuation of American Options on Multiple Assets
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+Randomization and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Optimal Stopping and the American Put
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+Q127813721
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+https://doi.org/10.1016/s0165-1889(99)00093-7
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+Publication:1583156