Valuing American options under the CEV model by Laplace-Carson transforms (Q613360): Difference between revisions

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+Randomization and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Pricing American options when asset prices jump
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Q2771101
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+The Valuation of American Options for a Class of Diffusion Processes
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+Valuing finite-lived Russian options
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+Revisit of stochastic mesh method for pricing American options
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+Q4905685
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+Gaussian quadrature formulas for the numerica l integration of Bromwich's integral and the inversion of the Laplace transform
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+Q3259158
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+An Artificial Boundary Method for American Option Pricing under the CEV Model
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