A Universal Optimal Consumption Rate For An Insider
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- Chandrasekhar Reddy Gukhal, 2001. "Analytical Valuation of American Options on Jump-Diffusion Processes," Mathematical Finance, Wiley Blackwell, vol. 11(1), pages 97-115.
- Andrew Ziogas & Carl Chiarella, 2003.
"McKean’s Method applied to American Call Options on Jump-Diffusion Processes,"
Computing in Economics and Finance 2003
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- Carl Chiarella & Andrew Ziogas, 2004. "McKean's Methods Applied to American Call Options on Jump-Diffusion Processes," Research Paper Series 117, Quantitative Finance Research Centre, University of Technology, Sydney.
- Hatem Ben-Ameur & Michèle Breton & Pierre L'Ecuyer, 2002. "A Dynamic Programming Procedure for Pricing American-Style Asian Options," Management Science, INFORMS, pages 625-643.
- Asbjørn T. Hansen & Peter Løchte Jørgensen, 2000. "Analytical Valuation of American-Style Asian Options," Management Science, INFORMS, pages 1116-1136.
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- Ewald, Christian-Oliver & Xiao, Yajun, 2007. "Information : Price And Impact On General Welfare And Optimal Investment. An Anticipative Stochastic Differential Game Model," MPRA Paper 3301, University Library of Munich, Germany.
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