An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073): Difference between revisions

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+Pricing, no-arbitrage bounds and robust hedging of instalment options
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+A dynamic programming approach to price installment options
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+Instalment Options: A Closed-Form Solution and the Limiting Case
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+LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
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+Installment options close to expiry
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+Valuation of American continuous-installment 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 Variational Inequality Arising from European Installment Call Options Pricing
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+A variational inequality arising from American installment call options pricing
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+Optimal Stopping and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q5568092
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