Research graph
References from American perpetual options with random start. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
1994 · External reference
Unresolved reference
2002 · External reference
Unresolved reference
2009 · External reference
Unresolved reference
2007 · External reference
On the pricing of American options
10.1007/bf01448358 · 1988 · External reference
Unresolved reference
1998 · External reference
Unresolved reference
2006 · External reference
Optimal stopping of a Markov process
10.1137/1116076 · 1971 · External reference
Dynamic asset pricing theory with uncertain time-horizon
10.1016/j.jedc.2004.10.002 · 2005 · External reference
Risk-minimising hedging strategies for unit-linked life insurance contracts
10.2143/ast.28.1.519077 · 1998 · External reference
Valuing the housing cooperative conversion option
2009 · External reference
Minimal martingale measure
2010 · External reference
Unresolved reference
2001 · External reference
Unresolved reference
2002 · External reference
Unresolved reference
2016 · External reference
Pricing American options without expiry date
2004 · External reference
Moments of the first-passage time of a Wiener process with drift between two elastic barriers
10.2307/3215214 · 1995 · External reference
Unresolved reference
2000 · External reference
Unresolved reference
1998 · External reference
Unresolved reference
1999 · External reference
