ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765): Difference between revisions

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+The Fourier-series method for inverting transforms of probability distributions
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+On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts.
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+The Pricing of Options and Corporate Liabilities
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+Randomization and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q5624436
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+Q5181040
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+Optimal Stopping and the American Put
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+On the pricing of American options
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+Valuing finite-lived Russian options
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+American Continuous-Installment Options: Valuation and Premium Decomposition
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+Valuing continuous-installment options
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+A Jump-Diffusion Model for Option Pricing
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+An extension of the Euler Laplace transform inversion algorithm with applications in 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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+Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
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+Optimal stopping and free boundary problems
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+What is the Laplace Transform?
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