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Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
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A note on the call-put parity and a call-put duality
Peskir, Goran (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R. (contributor); Hurd, T.R. (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050