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~isPartOf:"Operations research : the journal of the Operations Research Society of America"
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Linetsky, Vadim
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Operations research : the journal of the Operations Research Society of America
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach
Li, Lingfei
;
Linetsky, Vadim
- In:
Operations research : the journal of the Operations …
61
(
2013
)
3
,
pp. 625-643
Persistent link: https://www.econbiz.de/10010139056
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2
Spectral Expansions for Asian (Average Price) Options
Linetsky, Vadim
- In:
Operations research : the journal of the Operations …
52
(
2004
)
6
,
pp. 856-867
Persistent link: https://www.econbiz.de/10006417490
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3
Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
Feng, Liming
;
Linetsky, Vadim
- In:
Operations research : the journal of the Operations …
56
(
2008
)
2
,
pp. 304-325
Persistent link: https://www.econbiz.de/10007997074
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4
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
Davydov, Dmitry
;
Linetsky, Vadim
- In:
Operations research : the journal of the Operations …
51
(
2003
)
2
,
pp. 185-209
Persistent link: https://www.econbiz.de/10006418148
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