A General Approach for Pricing Rollover Options
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- Bilodeau, Claire, 1997. "Better late than never: The case of the rollover option," Insurance: Mathematics and Economics, Elsevier, vol. 21(2), pages 103-111, November.
- Peter Carr & Robert Jarrow & Ravi Myneni, 2008.
"Alternative Characterizations Of American Put Options,"
World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 5, pages 85-103,
World Scientific Publishing Co. Pte. Ltd..
- Peter Carr & Robert Jarrow & Ravi Myneni, 1992. "Alternative Characterizations Of American Put Options," Mathematical Finance, Wiley Blackwell, vol. 2(2), pages 87-106, April.
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