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Perpetual American options, real options — University of Leicester

Marazzina, M. Marena, and M. Ng , -Transform and preconditioning techniques for option pricing , Quantitative Finance , vol. Hirsa and D.

Irreversible Decisions under Uncertainty

Koponen , Analytic approach to the problem of convergence of truncated L?? Kou , Discrete barrier and lookback options , Financial Engineering.

Handbooks in Operations Research and Management Science , pp. Kudryavtsev and S. Levendorskii, O. Kudryavtsev, and V.

Lipton , Assets with jumps , Risk , pp. Lukacs , Characteristic functions , Merton , Option pricing when underlying stock returns are discontinuous , Journal of Financial Economics , vol. Kyprianou "Some remarks on first passage of Levy process, the American put and pasting principles. Assmusen, F. Avram, and M. Pistorius "Russian and American put options under exponential phase-type Levy models," Stochastic Processes and Applications, , Avram, A. Kyprianou and M. Pistorius, "Exit problems for spectrally negative Levy processes and applications to Canadized Russian options", The Annals of Applied Probability, 14 , Boyarchenko and S.


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Levendorskii, "Prices and sensitivities of barrier and first-touch digital options in Levy-driven models", International Journal of Theoretical and Applied Finance 12 , pp. Singapore: World Scientific Levendorskii, "Practical guide to real options in discrete time", International Economic Review, , Darling, T. Ligget and H.


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    Showing all editions for 'Irreversible decisions under uncertainty : optimal stopping made easy'. Year Language English. Displaying Editions 1 - 10 out of Print book. Irreversible decisions under uncertainty : optimal stopping made easy by Svetlana Boyarchenko; Serge Levendorskij. Irreversible decisions under uncertainty : optimal stopping made easy by Svetlana Boyarchenko; Sergei Levendorskii. Computer file : Online system or service.