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Efficiency, Spanning, and the Fiduciary in 401(k)
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(with
Thomas Doellman and Sabuhi Sardali), under review.
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American Options Under Stochastic Volatility:
Parameter Estimation and Pricing Efficiency “ (with M. Goswami
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Information Stages in Efficient Markets” (with JoonHui
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“ Optimal Crop
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“ American Option
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“ American
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“ Corrected
Random Walk Approximations to Free Boundary Problems in Optimal
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“ A Canonical
Optimal Stopping Problem for American Options Under a DoubleExponential
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“ Pricing and
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“ Fast and Accurate
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A Canonical Optimal Stopping Problem for
American Options and its Numerical Solution,” F. AitSahlia, and
T. L. Lai, J. Computational Finance,
Vol. 3, Winter 1999/2000, pp 3352.
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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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