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Real options and American derivatives : the double continuation region
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - In: Management science : journal of the Institute for … 61 (2015) 5, pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
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Real options and American derivatives : the double continuation region
Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - 2013 - This version: July, 2013
Persistent link: https://www.econbiz.de/10011817721
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How does statutory redemption affect a buyer's decision at the foreclosure sale?
Jou, Jyh-Bang; Lee, Tan - In: International review of economics & finance : IREF 45 (2016), pp. 263-272
Persistent link: https://www.econbiz.de/10011626362
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American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars - In: Journal of empirical finance 18 (2011) 5, pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
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The implication of missing the optimal-exercise time of an American option
Chockalingam, Arun; Feng, Haolin - In: European journal of operational research : EJOR 243 (2015) 3, pp. 883-896
Persistent link: https://www.econbiz.de/10010513833
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Path-dependent game options : a lookback case
Guo, Peidong; Chen, Qihong; Guo, Xicai; Fang, Yue - In: Review of derivatives research 17 (2014) 1, pp. 113-124
Persistent link: https://www.econbiz.de/10010519293
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Finite difference methods for the non-linear Black-Scholes-Barenblatt equation
Budke, Albrecht - 2013
Persistent link: https://www.econbiz.de/10010528523
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Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung; Hubbert, Simon - In: Review of derivatives research 17 (2014) 2, pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
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Pricing early-exercise options using genetic optimization
Powell, Stephen G. - In: The journal of derivatives : the official publication … 20 (2012) 3, pp. 43-59
Persistent link: https://www.econbiz.de/10009725349
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Analytical pricing of American options
Cheng, Jun; Zhang, Jin E. - In: Review of derivatives research 15 (2012) 2, pp. 157-192
Persistent link: https://www.econbiz.de/10009629059