Valuation of American strangles through an optimized lower-upper bound approach (Q1655917): Difference between revisions

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+Option pricing: A simplified approach
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+An exact and explicit solution for the valuation of American put options
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+The Valuation of American Options for a Class of Diffusion Processes
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+Evaluation of American strangles
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Pricing American Options: A Duality Approach
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+Improved lower and upper bound algorithms for pricing American options by simulation
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+The implication of missing the optimal-exercise time of an American option
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+An approximate moving boundary method for American option pricing
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+Q4794126
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+Laplace transforms and the American straddle
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Mathematical methods for financial markets.
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Pricing double barrier options using Laplace transforms
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