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Practical guide to real options in discrete time. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey.
In: Computing in Economics and Finance 2004.
RePEc:sce:scecf4:137.

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Citations received by this document

  1. On infinite horizon optimal stopping of general random walk. (2008). Lempa, Jukka.
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:67:y:2008:i:2:p:257-268.

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  2. On Infinite Horizon Optimal Stopping of General Random Walk. (2006). Lempa, Jukka.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp3.

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  3. Discount factors ex post and ex ante, and discounted utility anomalies. (2005). Boyarchenko, Svetlana ; Levendorskii, Sergei.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0510013.

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  4. A theory of endogenous time preference, and discounted utility anomalies. (2005). Boyarchenko, Svetlana ; Levendorskii, Sergei.
    In: Microeconomics.
    RePEc:wpa:wuwpmi:0506005.

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  5. American options: the EPV pricing model. (2005). Boyarchenko, Svetlana.
    In: Annals of Finance.
    RePEc:kap:annfin:v:1:y:2005:i:3:p:267-292.

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  6. Optimal stopping made easy. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey.
    In: Finance.
    RePEc:wpa:wuwpfi:0410016.

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  7. American options: the EPV pricing model. (2004). Boyarchenko, Svetlana ; Levendorskii, Sergei.
    In: Finance.
    RePEc:wpa:wuwpfi:0405024.

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  8. Universal bad news principle and pricing of options on dividend-paying assets. (2004). Boyarchenko, Svetlana ; Levendorskii, Sergei.
    In: Papers.
    RePEc:arx:papers:cond-mat/0404108.

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References

References cited by this document

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