Some Properties for the American Option-Pricing Model

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Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
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"Some Properties for the American Option-Pricing Model"
written by Hong-Ming Yin,
published by Journal of Mathematical Finance, Vol.2 No.3, 2012

has been cited by the following article(s):

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[1]	Portfolio optimization on jump diffusion
	ProQuest Dissertations Publishing, 2016

[2]	Numerical Methods for American Option Pricing with Nonlinear Volatility
	2015

[3]	On the American option‐pricing model with an uncertain volatility
	Mathematical Methods in the Applied Sciences, 2015

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[1]	On the American option-pricing model with an uncertain volatility Mathematical Methods in the Applied Sciences, 2016 DOI:10.1002/mma.3509

[2]	On the American option‐pricing model with an uncertain volatility Mathematical Methods in the Applied Sciences, 2016 DOI:10.1002/mma.3509