A closed-form solution to American options under general diffusion processes (Q2869962): Difference between revisions

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+https://doi.org/10.1080/14697680903193405
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+W2027111242
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+A hyperbolic diffusion model for stock prices
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
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+Option pricing: A simplified approach
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+The Valuation of American Options for a Class of Diffusion Processes
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+An exact and explicit solution for the valuation of American put options
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