New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2006.12.051
@@ Property / DOI: 10.1016/j.ejor.2006.12.051 / rank @@
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+W2091415608
@@ Property / OpenAlex ID: W2091415608 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q4356580
@@ Property / cites work: Q4356580 / rank @@
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@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+An efficient binomial method for pricing American options
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@@ Property / cites work @@
+Q4130923
@@ Property / cites work: Q4130923 / rank @@
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@@ Property / cites work @@
+Variational inequalities and the pricing of American options
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@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+Multinomial Approximating Models for Options with k State Variables
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2006.12.051
@@ Property / DOI: 10.1016/J.EJOR.2006.12.051 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2456420