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

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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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+Randomization and the American Put
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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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+Convexity of the optimal stopping boundary for the American put option
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+Local volatility function models under a benchmark approach
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+Numerically solving nonlinear problems by the homotopy analysis method
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+Beyond Perturbation
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Practical Extrapolation Methods
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+An Artificial Boundary Method for American Option Pricing under the CEV Model
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+The implied volatility smirk
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+An exact and explicit solution for the valuation of American put options
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