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  4. Perpetual cancellable American options w ...

Modern Stochastics: Theory and Applications


Cited by 3
Perpetual cancellable American options with convertible features

On the ϵ-optimality of American options
Tsvetelin Zaevski
https://doi.org/10.1108/CFRI-06-2024-0361
Journal  China Finance Review International (2025)
Pricing finite maturity game call options with convertible features
Tsvetelin Zaevski
https://doi.org/10.1080/03610918.2025.2488972
Journal  Communications in Statistics - Simulation and Computation (2025), p. 1
Projection and Contraction Method for Pricing American Bond Options
Qi Zhang, Qi Wang, Ping Zuo, Hongbo Du, Fangfang Wu
https://doi.org/10.3390/math11224689
Journal  Mathematics Volume 11, Issue 22 (2023), p. 4689


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