CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777): Difference between revisions

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+A Dynamic Programming Procedure for Pricing American-Style Asian Options
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+American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach
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+Option pricing: A simplified approach
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+American Options with Lookback Payoff
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+Analytical Valuation of American Options on Jump‐Diffusion Processes
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+Analytical Valuation of American-Style Asian Options
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+Variational inequalities and the pricing of American options
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+Analysis of pricing American options on the maximum (minimum) of two risk assets
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+Convergence of Binomial Tree Methods for European/American Path-Dependent Options
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+Q4349551
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+Exercise Regions And Efficient Valuation Of American Lookback Options
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+On the Valuation of Asian Options by Variational Methods
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+ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE
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+Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
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+The simplest normal forms associated with a triple zero eigenvalue of indices one and two.
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