Analytic solutions for American partial barrier options by exponential barriers
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Publication:5208536
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- A simple iterative method for the valuation of American options
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
- On the rate of convergence of the binomial tree scheme for American options
- Optimal Stopping and the American Put
- Pricing and hedging power options
- The valuation of American barrier options using the decomposition technique
- Valuation of American partial barrier options
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