American-Type Options

Bibliography

• [1] Abbas-Turki, L.A., Lamberton, D. European options sensitivity with respect to the correlation for multidimensional Heston models. Int. J. Theor. Appl. Finance, 17, no. 3, (2014), 1450015, 36 pp.
• [2] Abbas-Turki, L.A., Lapeyre, B. American options by Malliavin calculus and nonparametric variance and bias reduction methods. SIAM J. Financial Math., 3, no. 1, (2012), 479–510.
• [3] Achtsis, N., Cools, R., Nuyens, D. Conditional sampling for barrier option pricing under the LT method. SIAM J. Financial Math., 4, no. 1, (2013), 327–352.
• [4] Agliardi, R. A comprehensive mathematical approach to exotic option pricing. Math. Methods Appl. Sci., 35, no. 11, (2012), 1256–1268.
• [5] Alcala Burgos, J. Optimizing the Exercise Boundary for ...