Author:
Peskir Goran,Samee Farman
Subject
Applied Mathematics,Finance
Cited by
12 articles.
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1. Optimal Stopping Methods for Investment Decisions: A Literature Review;International Journal of Financial Studies;2022-10-13
2. American Strangle Options;Applied Mathematical Finance;2020-05-03
3. An Inverse Optimal Stopping Problem for Diffusion Processes;Mathematics of Operations Research;2019-05
4. MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS;International Journal of Theoretical and Applied Finance;2018-12
5. THE BRITISH ASSET-OR-NOTHING PUT OPTION;International Journal of Theoretical and Applied Finance;2017-05-28