✦ LIBER ✦

Pricing American Options: A Duality Approach

✍ Scribed by Haugh, Martin B.; Kogan, Leonid

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Analytical pricing of American options

✍ Jun Cheng, Jin E. Zhang 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 540 KB

MARTINGALE APPROACH TO PRICING PERPETUAL

✍ Hans U. Gerber; Hlias S. W. Shiu 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 624 KB

Pricing American-Style Options By Simula

✍ Axel Kind 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 293 KB

American options: the EPV pricing model

✍ Svetlana Boyarchenko; Sergei Levendorskii 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 263 KB

Static hedging and pricing American opti

✍ San-Lin Chung; Pai-Ta Shih 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 392 KB

Pricing American Options Fitting the Smi

✍ M. A. H. Dempster; D. G. Richards 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 402 KB