Relevant bibliographies by topics / Pricing options

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Pricing options'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Pricing options"

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Bhat, Aparna, and Kirti Arekar. "Empirical Performance of Black-Scholes and GARCH Option Pricing Models during Turbulent Times: The Indian Evidence." International Journal of Economics and Finance 8, no. 3 (February 26, 2016): 123. http://dx.doi.org/10.5539/ijef.v8n3p123.

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Exchange-traded currency options are a recent innovation in the Indian financial market and their pricing is as yet unexplored. The objective of this research paper is to empirically compare the pricing performance of two well-known option pricing models – the Black-Scholes-Merton Option Pricing Model (BSM) and Duan’s NGARCH option pricing model – for pricing exchange-traded currency options on the US dollar-Indian rupee during a recent turbulent period. The BSM is known to systematically misprice options on the same underlying asset but with different strike prices and maturities resulting in the phenomenon of the ‘volatility smile’. This bias of the BSM results from its assumption of a constant volatility over the option’s life. The NGARCH option pricing model developed by Duan is an attempt to incorporate time-varying volatility in pricing options. It is a deterministic volatility model which has no closed-form solution and therefore requires numerical techniques for evaluation. In this paper we have compared the pricing performance and examined the pricing bias of both models during a recent period of volatility in the Indian foreign exchange market. Contrary to our expectations the pricing performance of the more sophisticated NGARCH pricing model is inferior to that of the relatively simple BSM model. However orthogonality tests demonstrate that the NGARCH model is free of the strike price and maturity biases associated with the BSM. We conclude that the deterministic BSM does a better job of pricing options than the more advanced time-varying volatility model based on GARCH.
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Tashiro, Yusuke. "PRICING SWING OPTIONS WITH TYPICAL CONSTRAINTS." Journal of the Operations Research Society of Japan 54, no. 2-3 (2011): 86–100. http://dx.doi.org/10.15807/jorsj.54.86.

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Jensen, Bjarne Astrup, and Jørgen Aase Nielsen. "OPTION PRICING BOUNDS AND THE PRICING OF BOND OPTIONS." Journal of Business Finance & Accounting 23, no. 4 (June 1996): 535–56. http://dx.doi.org/10.1111/j.1468-5957.1996.tb01025.x.

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Ross, Sheldon M., and J. George Shanthikumar. "PRICING EXOTIC OPTIONS." Probability in the Engineering and Informational Sciences 14, no. 3 (July 2000): 317–26. http://dx.doi.org/10.1017/s0269964800143037.

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We show that if the payoff of a European option is a convex function of the prices of the security at a fixed set of times, then the geometric Brownian motion risk neutral option price is increasing in the volatility of the security. We also give efficient simulation procedures for determining the no-arbitrage prices of European barrier, Asian, and lookback options.
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Dionne, Georges, Genevieve Gauthier, Nadia Ouertani, and Nabil Tahani. "Heterogeneous Basket Options Pricing Using Analytical Approximations." Multinational Finance Journal 15, no. 1/2 (June 1, 2011): 47–85. http://dx.doi.org/10.17578/15-1/2-2.

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Stamatopoulos, Nikitas, Daniel J. Egger, Yue Sun, Christa Zoufal, Raban Iten, Ning Shen, and Stefan Woerner. "Option Pricing using Quantum Computers." Quantum 4 (July 6, 2020): 291. http://dx.doi.org/10.22331/q-2020-07-06-291.

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We present a methodology to price options and portfolios of options on a gate-based quantum computer using amplitude estimation, an algorithm which provides a quadratic speedup compared to classical Monte Carlo methods. The options that we cover include vanilla options, multi-asset options and path-dependent options such as barrier options. We put an emphasis on the implementation of the quantum circuits required to build the input states and operators needed by amplitude estimation to price the different option types. Additionally, we show simulation results to highlight how the circuits that we implement price the different option contracts. Finally, we examine the performance of option pricing circuits on quantum hardware using the IBM Q Tokyo quantum device. We employ a simple, yet effective, error mitigation scheme that allows us to significantly reduce the errors arising from noisy two-qubit gates.
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DOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING." International Journal of Theoretical and Applied Finance 12, no. 04 (June 2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.

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We suggest a modification of an American option such that the option holder can exercise the option early before the expiration and can revert later this decision to exercise; it can be repeated a number of times. This feature gives additional flexibility and risk protection for the option holder. A classification of these options and pricing rules are given. We found that the price of some call options with this feature is the same as for the European call. This means that the additional flexibility costs nothing, similarly to the situation with American and European call options. For the market model with zero interest rate, the price of put options with this feature is also the same as for the standard European put options. Therefore, these options can be more competitive than the standard American options.
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Bernard, Carole, and Zhenyu Cui. "Pricing timer options." Journal of Computational Finance 15, no. 1 (September 2011): 69–104. http://dx.doi.org/10.21314/jcf.2011.228.

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Alikhani, Malihe, Bjørn Kjos-Hanssen, Amirarsalan Pakravan, and Babak Saadat. "Pricing complexity options." Algorithmic Finance 4, no. 3-4 (December 29, 2015): 127–37. http://dx.doi.org/10.3233/af-150050.

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Haber, Richard J., Phillip J. Schönbucher, and Paul Wilmott. "Pricing Parisan Options." Journal of Derivatives 6, no. 3 (February 28, 1999): 71–79. http://dx.doi.org/10.3905/jod.1999.319120.

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Dissertations / Theses on the topic "Pricing options"

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Matsumoto, Manabu. "Options on portfolios of options and multivariate option pricing and hedging." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.324627.

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Huang, Liang Hai. "Pricing exchange options." Thesis, University of Macau, 2005. http://umaclib3.umac.mo/record=b1447320.

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Larsson, Karl. "Pricing American Options using Simulation." Thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-51341.

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American options are financial contracts that allow exercise at any time until ex- piration. While the pricing of standard American option contracts has been well researched, with a few exceptions no analytical solutions exist. Valuation of more in- volved American option contracts, which include multiple underlying assets or path- dependent payoff, is still to a high degree an uncharted area. Most numerical methods work badly for such options as their time complexity scales exponentially with the number of dimensions. In this Master’s thesis we study valuation methods based on Monte Carlo sim- ulations. Monte Carlo methods don’t suffer from exponential time complexity, but have been known to be difficult to use for American option pricing due to the forward nature of simulations and the backward nature of American option valuation. The studied methods are: Parametrization of exercise rule, Random Tree, Stochastic Mesh and Regression based method with a dual approach. These methods are evaluated and compared for the standard American put option and for the American maximum call option. Where applicable the values are compared with those from deterministic reference methods. The strengths and weaknesses of each method is discussed. The Regression based method essentially reduces the problem to one of selecting suitable basis functions. This choice is empirically evaluated for the following Amer- ican option contracts; standard put, maximum call, basket call, Asian call and Asian call on a basket. The set of basis functions considered include polynomials in the underlying assets, the payoff, the price of the corresponding European contract as well as certain analytic approximation of the latter. Results from the empirical studies show that the regression based method is the best choice when pricing exotic American options. Furthermore, using available analytical approximations for the corresponding European option values as a basis function seems to improve the performance of the method in most cases.
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Hansen, Peder. "Pricing exotic power options." Thesis, Uppsala universitet, Analys och sannolikhetsteori, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-248571.

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Richards, Darren Glyn. "Pricing American exotic options." Thesis, University of Cambridge, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.624594.

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Lowther, George Edward. "Derivative pricing with options." Thesis, University of Cambridge, 1999. https://www.repository.cam.ac.uk/handle/1810/265436.

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We consider the problem of pricing and hedging general path dependent derivatives on a single asset, supposing that we already know the prices of the vanilla options. If we are to avoid introducing arbitrage possibilities, then this is the same as finding a model under which the discounted asset price is a martingale and for which every vanilla option has its price equal to the expected value of its discounted payout. It has been shown by Dupire ([1], [2]) that if we restrict ourselves to diffusions, then the local volatility surface can be determined by a simple equation which involves differentiating the option prices with respect to their maturity and strike price. We considerably extend this result of Dupire. First, we show that if we generalise the possible models for the asset price to include what we shall term comparable processes, then there exists a unique such model fitting the observed option prices. The option prices need not be differentiable - just that they are continuous with respect to the maturity. One problem with the method proposed by Dupire is that no matter how many options we may observe in practise, it is impossible to calculate the local volatility surface to within any degree of accuracy. However, we show that the model for the asset price does depend on the observed options in a continuous way, so the proposed method of pricing derivatives is stable. We show that if we use implicit finite differences to fit the observed option prices ever more closely, then the associated model for the asset price will always converge to the unique comparable martingale consistent with these option prices. This theorem requires no preconditions, and works for all possible comparable processes, not just diffusions. The same is true for implicit finite differences, as long the associated trinomial processes do not contain any negative probabilities. Fina~Jy, we extend the well known link between arbitrage and the existence of equivalent martingale measures. We show that if the market consists of non-negative continuous assets, then there exists an equivalent martingale measure if and only if it does not admit arbitrage in a carefully defined approximating sense. This extends a similar result by Delbaen [1], which only concerned bounded processes.
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Neset, Yngvild. "Spectral Discretizations of Option Pricing Models for European Put Options." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag, 2014. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-26546.

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The aim of this thesis is to solve option pricing models efficiently by using spectral methods. The option pricing models that will be solved are the Black-Scholes model and Heston's stochastic volatility model. We will restrict us to pricing European put options. We derive the partial differential equations governing the two models and their corresponding weak formulations. The models are then solved using both the spectral Galerkin method and a polynomial collocation method. The numerical solutions are compared to the exact solution. The exact solution is also used to study the numerical convergence. We compare the results from the two numerical methods, and look at the time consumptions of the different methods. Analysis of the methods are also given. This includes coercivity, continuity, stability and convergence estimates.For Black-Scholes equation, we study both the original equation and the log transformed equation, and we also compare the results to a solution obtained by using a finite element method solver.
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Leong, Chi Keong. "Computing for pricing compound options." Thesis, University of Macau, 2006. http://umaclib3.umac.mo/record=b1636812.

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Tayibov, Khayyam. "Pricing options on defaultable stocks." Thesis, Uppsala universitet, Analys och tillämpad matematik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175467.

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Reiss, Arie. "Pricing options on real distributions." Thesis, Imperial College London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.272108.

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Books on the topic "Pricing options"

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Zhu, Jianwei. Modular Pricing of Options. Berlin, Heidelberg: Springer Berlin Heidelberg, 2000. http://dx.doi.org/10.1007/978-3-662-04309-7.

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Repplinger, Detlef. Pricing of Bond Options. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-70729-5.

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High performance options trading: Option volatility & pricing strategies. Hoboken, N.J: J. Wiley, 2003.

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Gemmill, Gordon. Options pricing: An international perspective. London: McGraw-Hill, 1993.

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Gemmill, Gordon T. Options pricing: An international perspective. London: McGraw-Hill, 1992.

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1950-, Bookstaber Richard M., ed. Option pricing & investment strategies. Chicago, Ill: Probus Pub. Co., 1987.

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Garleanu, Nicolae. Demand-based option pricing. Cambridge, Mass: National Bureau of Economic Research, 2005.

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Rajan, Raghuram. Pricing commodity bonds using binomial option pricing. Washington, DC (1818 H St., N.W., Washington 20433): International Economics Dept., the World Bank, 1988.

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Bookstaber, Richard M. Option pricing and investment strategies. 3rd ed. London: McGraw-Hill, 1991.

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Option pricing and investment strategies. 3rd ed. Chicago, Ill: Probus Pub, 1991.

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Book chapters on the topic "Pricing options"

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Das, Satyajit. "Pricing Options." In Risk Management and Financial Derivatives, 221–74. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-14605-5_5.

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Ruppert, David. "Options Pricing." In Springer Texts in Statistics, 257–300. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4419-6876-0_8.

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da Cunha, Carlo Requião. "Options Pricing." In Introduction to Econophysics, 101–16. Boca Raton: CRC Press, 2021. http://dx.doi.org/10.1201/9781003127956-4.

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Kariya, Takeaki, and Regina Y. Liu. "Currency Options." In Asset Pricing, 167–80. Boston, MA: Springer US, 2003. http://dx.doi.org/10.1007/978-1-4419-9230-7_9.

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Dadachanji, Zareer. "Smile Pricing." In FX Barrier Options, 121–74. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137462756_4.

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Bouzoubaa, Mohamed. "Pricing Vanilla Options." In Equity Derivatives Explained, 38–53. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137335548_4.

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Anthony, Steve. "Currency Options — Pricing." In Foreign Exchange in Practice, 181–221. London: Palgrave Macmillan UK, 2003. http://dx.doi.org/10.1057/9781403914552_10.

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Glasserman, Paul. "Pricing American Options." In Stochastic Modelling and Applied Probability, 421–79. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-0-387-21617-1_8.

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Shonkwiler, Ronald W. "Pricing Exotic Options." In Finance with Monte Carlo, 117–34. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-8511-7_4.

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Chen, Lin. "Pricing Exotic Options." In Lecture Notes in Economics and Mathematical Systems, 61–70. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-46825-4_3.

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Conference papers on the topic "Pricing options"

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Beh, W. L., A. H. Pooi, and K. L. Goh. "Pricing of American Call Options." In 2010 Second International Conference on Computer Research and Development. IEEE, 2010. http://dx.doi.org/10.1109/iccrd.2010.125.

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Rosalino, Estevao, Jack Baczynski, and Dorival Leao. "Pricing multi-asset barrier options." In 2017 IEEE 56th Annual Conference on Decision and Control (CDC). IEEE, 2017. http://dx.doi.org/10.1109/cdc.2017.8264106.

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Burton, Christina, Mc-Kay Heasley, Jeffrey Humpherys, and Jialin Li. "Pricing of American retail options." In 2010 American Control Conference (ACC 2010). IEEE, 2010. http://dx.doi.org/10.1109/acc.2010.5531418.

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Xu, Jingfeng, Haijian Zhao, and Zheyuan Zhong. "Pricing Lookback Options with Dividends." In 2011 Fourth International Joint Conference on Computational Sciences and Optimization (CSO). IEEE, 2011. http://dx.doi.org/10.1109/cso.2011.208.

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"Stochastic optimization approach to options pricing." In Proceedings of the 1999 American Control Conference. IEEE, 1999. http://dx.doi.org/10.1109/acc.1999.783609.

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Cassagnes, Aurelien, Yu Chen, and Hirotada Ohashi. "Heterogeneous COS pricing of rainbow options." In the 6th Workshop. New York, New York, USA: ACM Press, 2013. http://dx.doi.org/10.1145/2535557.2535561.

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Achdou, Yves, and Olivier Pironneau. "American Options. Pricing and volatily calibration." In Control Systems: Theory, Numerics and Applications. Trieste, Italy: Sissa Medialab, 2006. http://dx.doi.org/10.22323/1.018.0020.

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Amédée-Manesme, Charles-Olivier, Francois Des Rosiers, and Philippe Grégoire. "The pricing of embedded lease contracts options." In 22nd Annual European Real Estate Society Conference. European Real Estate Society, 2015. http://dx.doi.org/10.15396/eres2015_57.

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Huirong Zhan. "Pricing Asian options using fuzzy sets theory." In 2010 International Conference on Artificial Intelligence and Education (ICAIE). IEEE, 2010. http://dx.doi.org/10.1109/icaie.2010.5641448.

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Cheng, Jao-Hong, and Chen-Yu Lee. "A Pricing Model of Fuzzy Rainbow Options." In Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007). IEEE, 2007. http://dx.doi.org/10.1109/icicic.2007.77.

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Reports on the topic "Pricing options"

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Rojas-Bernal, Alejandro, and Mauricio Villamizar-Villegas. Pricing the exotic: Path-dependent American options with stochastic barriers. Banco de la República de Colombia, March 2021. http://dx.doi.org/10.32468/be.1156.

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We develop a novel pricing strategy that approximates the value of an American option with exotic features through a portfolio of European options with different maturities. Among our findings, we show that: (i) our model is numerically robust in pricing plain vanilla American options; (ii) the model matches observed bids and premiums of multidimensional options that integrate Ratchet, Asian, and Barrier characteristics; and (iii) our closed-form approximation allows for an analytical solution of the option’s greeks, which characterize the sensitivity to various risk factors. Finally, we highlight that our estimation requires less than 1% of the computational time compared to other standard methods, such as Monte Carlo simulations.
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Barro, Robert, and Gordon Liao. Options-Pricing Formula with Disaster Risk. Cambridge, MA: National Bureau of Economic Research, January 2016. http://dx.doi.org/10.3386/w21888.

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Karatzas, Ioannis. On the Pricing of American Options. Fort Belvoir, VA: Defense Technical Information Center, May 1986. http://dx.doi.org/10.21236/ada170021.

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Stoft, S., C. Webber, and R. Wiser. Transmission pricing and renewables: Issues, options, and recommendations. Office of Scientific and Technical Information (OSTI), May 1997. http://dx.doi.org/10.2172/503481.

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Mykland, Per A. Options Pricing in Incomplete Markets: An Asymptotic Approach. Fort Belvoir, VA: Defense Technical Information Center, January 1996. http://dx.doi.org/10.21236/ada316737.

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Hendershott, Patric, and Charles W. R. Ward. Valuing and Pricing Retail Leases with Renewal and Overage Options. Cambridge, MA: National Bureau of Economic Research, September 2002. http://dx.doi.org/10.3386/w9214.

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Andersen, Torben, Nicola Fusari, and Viktor Todorov. The Pricing of Short-Term market Risk: Evidence from Weekly Options. Cambridge, MA: National Bureau of Economic Research, August 2015. http://dx.doi.org/10.3386/w21491.

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Collin-Dufresne, Pierre, Robert Goldstein, and Fan Yang. On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches. Cambridge, MA: National Bureau of Economic Research, February 2010. http://dx.doi.org/10.3386/w15734.

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Hill, L. J. Financial comparison of time-of-use pricing with technical DSM programs and generating plants as electric-utility resource options. Office of Scientific and Technical Information (OSTI), April 1994. http://dx.doi.org/10.2172/10155153.

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Chalasani, P., I. Saias, and S. Jha. Approximate option pricing. Office of Scientific and Technical Information (OSTI), April 1996. http://dx.doi.org/10.2172/373883.

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