1. An Analytic Approach for Pricing American Options with Regime Switching. (2021). Zhu, Song-Ping ; Chan, Leunglung.
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2. A Quasi-Closed-Form Solution for the Valuation of American Put Options. (2020). Viegas, Cristina ; Azevedo-Pereira, Jose.
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   RePEc:gam:jijfss:v:8:y:2020:i:4:p:62-:d:430231.

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3. An efficient grid lattice algorithm for pricing American-style options. (2016). Liu, Zhongkai ; Pang, Tao.
   In: International Journal of Financial Markets and Derivatives.
   RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:36-55.

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4. An approximate moving boundary method for American option pricing. (2015). Muthuraman, Kumar ; Chockalingam, Arun.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:240:y:2015:i:2:p:431-438.

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5. A Posteriori Error Estimator for a Front-Fixing Finite Difference Scheme for American Options. (2015). Fazio, Riccardo.
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   RePEc:arx:papers:1504.04594.

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6. Mortgage valuation: a quasi-closed-form solution. (2012). Viegas, Cristina ; Azevedo-Pereira, Jose.
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7. ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS. (2010). Kimura, Toshikazu.
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   RePEc:wsi:apjorx:v:27:y:2010:i:02:n:s0217595910002624.

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8. PRICES AND SENSITIVITIES OF BARRIER AND FIRST-TOUCH DIGITAL OPTIONS IN LÉVY-DRIVEN MODELS. (2009). Levendorski, Sergei ; Boyarchenko, Mitya .
   In: International Journal of Theoretical and Applied Finance (IJTAF).
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9. The random-time binomial model. (1999). Leisen, Dietmar P. J., .
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   RePEc:eee:dyncon:v:23:y:1999:i:9-10:p:1355-1386.

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10. The Random-Time Binomial Model. (1998). Dietmar P. J. Leisen, .
    In: Finance.
    RePEc:wpa:wuwpfi:9711005.

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2. The Modigliani-Miller Theorems: A Cornerstone of Finance. (2005). Pagano, Marco.
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7. Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information. (2001). Darsinos, Theofanis ; Satchell, Stephen.
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9. A SIMPLE OPTION PRICING MODEL WITH HETEROGENEOUS AGENTS. (2000). Niehaus, Frank.
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14. Executive Compensation: Six Questions that Need Answering. (1999). Kaplan, David ; Abowd, John.
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15. Optimal Compensation Contracts with Pay-For-Performance and Termination Incentives. (1999). Hartzell, Jay C. ; Hallman, Greg .
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16. Viability and Equilibrium in Securities Markets with Frictions. (1999). Jouini, Elyès ; hedi, Hachani ; Kallal, Hedi .
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17. Arbitrage and Viability in Securities Markets with Fixed Trading Costs. (1999). NAPP, Clotilde ; Jouini, Elyès ; Kallal, Hedi .
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18. Semiparametric Pricing of Multivariate Contingent Claims. (1999). Rosenberg, Joshua.
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19. Implied Volatility Functions: A Reprise. (1999). Rosenberg, Joshua.
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21. The Valuation of American Barrier Options Using the Decomposition Technique. (1999). B. Gao J. Huang, .
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22. Product mix and earnings volatility at commercial banks: evidence from a degree of leverage model. (1999). Deyoung, Robert ; Roland, Karin P..
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32. An Adaptive Evolutionary Approach to Option Pricing via Genetic Programming. (1998). Chidambaran, N. K. ; Trigueros, Joaguin R. ; Lee, Chi-Wen Jevons .
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41. A closed-form GARCH option pricing model. (1997). Heston, Steven L. ; Nandi, Saikat.
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43. Implied risk-neutral probability density functions from option prices: theory and application. (1997). Bahra, Bhupinder.
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44. Beyond Mean-Variance: Performance Measurement of Portfolios Using Options or Dynamic Strategies.. (1996). Leland, Hayne.
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50. Short-term options with stochastic volatility: Estimation and empirical performance. (). Fiorentini, Gabriele ; Rubio, Gonzalo ; Angel León, .
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