The following pages link to On the pricing of American options (Q913622):
Displayed 19 items.
- WORST-CASE SCENARIOS FOR AMERICAN OPTIONS (Q3523541) (← links)
- REPLICATION OF AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS (Q3523581) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS (Q4226853) (← links)
- Term structure of interest rates: Discontinuous case (Q4234440) (← links)
- Optimal Stopping and the American Put (Q4345908) (← links)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925) (← links)
- Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup> (Q4345932) (← links)
- A Martingale Representation Result and an Application to Incomplete Financial Markets (Q4345933) (← links)
- Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
- ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS<sup>1</sup> (Q4372015) (← links)
- Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
- Contingent claim valuation in a market with different interest rates (Q4859449) (← links)
- The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)