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1. Closed form optimal exercise boundary of the American put option. (2021). Kitapbayev, Yerkin.
   In: Papers.
   RePEc:arx:papers:1912.05438.

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2. The implication of missing the optimal-exercise time of an American option. (2015). Feng, Haolin ; Chockalingam, Arun.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:243:y:2015:i:3:p:883-896.

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3. Upper and lower bounds for convex value functions of derivative contracts. (2013). Diaby, Vacaba ; Fakhfakh, Tarek ; de Frutos, Javier ; Ben-Ameur, Hatem.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:34:y:2013:i:c:p:69-75.

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4. Sequential Monte Carlo pricing of American-style options under stochastic volatility models. (2012). Rambharat, Bhojnarine R. ; Brockwell, Anthony E..
   In: Papers.
   RePEc:arx:papers:1010.1372.

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5. The Evaluation of Early Exercise Exotic Options. (2011). Ziveyi, Jonathan.
   In: PhD Thesis.
   RePEc:uts:finphd:12.

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6. American options and callable bonds under stochastic interest rates and endogenous bankruptcy. (2011). Nunes, Joo.
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:14:y:2011:i:3:p:283-332.

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7. American option pricing under stochastic volatility: an efficient numerical approach. (2010). Guha, Suchandan ; Goswami, Manisha ; Aitsahlia, Farid.
   In: Computational Management Science.
   RePEc:spr:comgts:v:7:y:2010:i:2:p:171-187.

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8. A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes. (2010). Li, Minqiang.
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:13:y:2010:i:2:p:177-217.

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9. Analytical approximations for the critical stock prices of American options: a performance comparison. (2010). Li, Minqiang.
   In: Review of Derivatives Research.
   RePEc:kap:revdev:v:13:y:2010:i:1:p:75-99.

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10. Tight bounds on American option prices. (2010). Chung, San-Lin ; Wang, Jr-Yan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:1:p:77-89.

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11. A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes. (2009). Li, Minqiang.
    In: MPRA Paper.
    RePEc:pra:mprapa:17348.

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12. Procrastination, self-imposed deadlines and other commitment devices. (2009). Hyndman, Kyle ; Bisin, Alberto.
    In: MPRA Paper.
    RePEc:pra:mprapa:16235.

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13. Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison. (2009). Li, Minqiang.
    In: MPRA Paper.
    RePEc:pra:mprapa:15018.

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14. American chooser options. (2009). Detemple, Jerome ; Emmerling, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:128-153.

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15. An Alternative Formula to Price American Options. (2009). Elizondo, Rocio ; Padilla, Pablo ; Bladt, Mogens.
    In: Working Papers.
    RePEc:bdm:wpaper:2009-06.

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16. Factorization of European and American option prices under complete and incomplete markets. (2008). Ibáñez, Alfredo ; Ibaez, Alfredo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:2:p:311-325.

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17. A moving boundary approach to American option pricing. (2008). Muthuraman, Kumar.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:11:p:3520-3537.

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18. Combining domain knowledge and statistical models in time series analysis. (2007). Lai, Tze Leung ; Wong, Samuel Po-Shing .
    In: Papers.
    RePEc:arx:papers:math/0702814.

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19. An exact and explicit solution for the valuation of American put options. (2006). Zhu, Song-Ping.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:6:y:2006:i:3:p:229-242.

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20. An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems. (2006). Belomestny, Denis ; Gapeev, Pavel V..
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-043.

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21. Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach. (2006). Ruffino, Doriana ; Treussard, Jonathan.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-044.

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22. The DF Structure Models for Options Pricing On the Dividend- Paying and Capital-Splitting. (2005). Dai, Feng.
    In: Finance.
    RePEc:wpa:wuwpfi:0508012.

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23. Option-Pricing in Incomplete Markets: The Hedging Portfolio plus a Risk Premium-Based Recursive Approach. (2005). Ibez, Alfredo .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:216.

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24. The saga of the American put. (2005). Barone-Adesi, Giovanni.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:11:p:2909-2918.

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25. Evaluation of American strangles. (2005). Ziogas, Andrew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:1-2:p:31-62.

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26. Optimal Choice Models for Executing Time to American Options. (2004). Dai, Feng.
    In: Finance.
    RePEc:wpa:wuwpfi:0412016.

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27. DF STRUCTURE MODELS FOR OPTIONS PRICING. (2004). Dai, Feng.
    In: Finance.
    RePEc:wpa:wuwpfi:0403005.

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28. A Survey of the Integral Representation of American Option Prices. (2004). Ziogas, Andrew ; Kucera, Adam.
    In: Research Paper Series.
    RePEc:uts:rpaper:118.

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29. McKeans Methods Applied to American Call Options on Jump-Diffusion Processes. (2004). Ziogas, Andrew.
    In: Research Paper Series.
    RePEc:uts:rpaper:117.

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30. A two-step simulation procedure to analyze the exercise features of American options. (2004). pianca, paolo ; Nardon, Martina ; Basso, Antonella.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:27:y:2004:i:1:p:35-56.

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31. Valuation of American Continuous-Installment Options. (2004). Roko, Ilir ; Ciurlia, Pierangelo.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:345.

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32. Optimal stopping and American options with discrete dividends and exogenous risk. (2004). Pratelli, M. ; Battauz, A..
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:35:y:2004:i:2:p:255-265.

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33. Evaluation of American Strangles. (2002). Ziogas, Andrew.
    In: Computing in Economics and Finance 2002.
    RePEc:sce:scecf2:28.

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34. On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives. (2001). Navas, Javier ; Moreno, Manuel.
    In: Economics Working Papers.
    RePEc:upf:upfgen:543.

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35. Laplace transforms and American options. (2000). Mallier, Roland ; Alobaidi, Ghada.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:7:y:2000:i:4:p:241-256.

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36. American options with stochastic dividends and volatility: A nonparametric investigation. (2000). Ghysels, Eric ; Detemple, Jerome ; Torres, Olivier ; Broadie, Mark.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:94:y:2000:i:1-2:p:53-92.

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37. Nonparametric estimation of American options exercise boundaries and call prices. (2000). Ghysels, Eric ; Detemple, Jerome ; Torres, Olivier ; Broadie, Mark.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1829-1857.

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38. The valuation of American barrier options using the decomposition technique. (2000). Huang, Jingzhi ; gao, bin ; Subrahmanyam, Marti.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:11-12:p:1783-1827.

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39. The Valuation of American Barrier Options Using the Decomposition Technique. (1999). B. Gao J. Huang, .
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-002.

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40. American Options: Symmetry Properties. (1999). Detemple, Jerome.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-45.

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41. The Valuation of Volatility Options. (1999). Detemple, Jerome ; Osakwe, Carlton.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-43.

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

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43. Pricing the American put option: A detailed convergence analysis for binomial models. (1998). Leisen, Dietmar P. J., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1419-1444.

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44. Randomization and the American Put. (1996). Carr, Peter.
    In: Finance.
    RePEc:wpa:wuwpfi:9610003.

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45. Valuing Finite-Lived Options as Perpetual. (1996). Carr, Peter.
    In: Finance.
    RePEc:wpa:wuwpfi:9607002.

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46. American Options with Stochastic Dividends and Volatility: A Nonparametric Investigation. (1996). Ghysels, Eric ; Detemple, Jerome ; Torres, Olivier ; Broadie, Mark.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-26.

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47. Nonparametric Estimation of American Options Exercise Boundaries and Call Prices. (1996). Ghysels, Eric ; Detemple, Jerome ; Torres, Olivier ; Broadie, Mark.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-24.

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48. Recent Advances in Numerical Methods for Pricing Derivative Securities. (1996). Detemple, Jerome ; Broadie, Mark.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-17.

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49. American Options on Dividend-Paying Assets. (1996). Detemple, Jerome ; Broadie, Mark.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-16.

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50. Option Pricing With V. G. Martingale Components. (1991). Milne, Frank ; Madan, Dilip.
    In: Working Paper.
    RePEc:qed:wpaper:1159.

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