“ Efficiency, Spanning, and the Fiduciary in 401(k)
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(with
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“ Information Stages in Efficient Markets” (with JoonHui
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“ A Robust and Efﬁcient Approximation for
American Option Pricing Under Stochastic Volatility (with M. Goswami
and S. Guha), under review.
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Optimal Crop Planting Schedules and Financial
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American Option Pricing Under Stochastic
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American Option Pricing Under Stochastic
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Corrected Random Walk Approximations to Free
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A Canonical Optimal Stopping Problem for American
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Pricing and Hedging American KnockIn Options,”
F. AitSahlia, L. Imhof and T. L. Lai, J.
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Fast and Accurate Valuation of American Barrier
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Exercise Boundaries and Efficient
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F. AitSahlia and T. L. Lai, J.
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“ A Canonical Optimal Stopping Problem for
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T. L. Lai, J. Computational Finance,
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“ Random Walk Duality and the Valuation of Discrete
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“Valuation
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“American
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“Is
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