✦ LIBER ✦

Pricing American Stock Options by Linear Programming

✍ Scribed by M. A. H. Dempster; J. P. Hutton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A METHOD FOR PRICING AMERICAN OPTIONS US

✍ Sören Christensen 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 601 KB

Pricing American-Style Options By Simula

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

The American Put Option and Its Critical

✍ David S. Bunch; Herb Johnson 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB

The critical stock price for the America

✍ Y. Peter Chung; Herb Johnson; Vassilis Polimenis 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 192 KB

MARTINGALE APPROACH TO PRICING PERPETUAL

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

PRICING OF HIGH-DIMENSIONAL AMERICAN OPT

✍ Michael Kohler; Adam Krzyżak; Nebojsa Todorovic 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB