✦ LIBER ✦

Perpetual American maximum options with Markov-modulated dynamics

✍ Scribed by Yongqing Xu; Yandong Wu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option Pricing With Markov-Modulated Dyn

✍ Jobert, A.; Rogers, L. C. G. 📂 Article 📅 2006 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 190 KB

Perpetual American options with fraction

✍ Elliott, Robert; Chan, Leunglung 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 443 KB

Closed-Form Solutions for Perpetual Amer

✍ Zhang, Q.; Guo, X. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 254 KB

Pricing perpetual American options under

✍ Song-Ping Zhu; Wen-Ting Chen 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 234 KB

Computing American option prices in the

✍ Jean-Guy Simonato 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Risk-minimizing option pricing under a M

✍ Xiaonan Su; Wensheng Wang; Kyo-Shin Hwang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 240 KB