Valuation of American continuous-installment options (Q2575454): Difference between revisions

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+A dynamic programming approach to price installment options
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Number of paths versus number of basis functions in American option pricing
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+Optimal Stopping and the American Put
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+Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Instalment Options: A Closed-Form Solution and the Limiting Case
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