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Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001529.

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  3. Valuing American options using multi-step rebate options. (2024). Lee, Minha ; Ha, Hongjun.
    In: The North American Journal of Economics and Finance.
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  9. A Quasi-Closed-Form Solution for the Valuation of American Put Options. (2020). Viegas, Cristina ; Azevedo-Pereira, Jose.
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  11. Crude Oil Option Market Parameters and Their Impact on the Cost of Hedging by Long Strap Strategy. (2020). Iwaszczuk, Natalia ; Lamasz, Bartosz.
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  12. THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS. (2018). Li, Weiping ; Chen, SU.
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  13. On the methods of pricing American options: case study. (2018). Aksoy, Umit ; Uur, Omur ; Aydoan, Burcu.
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  18. Demand Uncertainty, Development Timing and Leasehold Land Valuation: Empirical Testing of Real Options in Residential Real Estate Development. (2014). Yao, Huimin ; Pretorius, Frederik.
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  19. Optimal Exercise for Derivative Securities. (2014). Detemple, Jerome.
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  20. A simple iterative method for the valuation of American options. (2013). Kim, Kyeong Tae ; Jang, Bong-Gyu.
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  21. A Framework for Extracting the Probability of Default from Stock Option Prices. (2012). Vinogradov, Dmitri ; Constantinou, Nick ; Takeyama, Azusa.
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  22. Biofuel from Jatropha curcas: Environmental sustainability and option value. (2012). Fontini, Fulvio ; Basili, Marcello.
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  23. Analytical approximations for the critical stock prices of American options: a performance comparison. (2010). Li, Minqiang.
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  25. Recovering Probabilistic Information From Options Prices and the Underlying. (2007). Mizrach, Bruce.
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  34. A class of options with stochastic lives and an extension of the Black-Scholes formula. (1996). Jennergren, Peter L. ; Naslund, Bertil .
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  35. Recent Advances in Numerical Methods for Pricing Derivative Securities. (1996). Detemple, Jerome ; Broadie, Mark.
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