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“ Menu Simplification for Portfolio
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“ Implementing Mean-Variance Spanning
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“ American Options Under Stochastic Volatility:
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“ Discretely Monitored Look-Back Option
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“ Information Stages in Efficient Markets” (with Joon-Hui Yoon),
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“
Optimal Crop Planting Schedules and Financial
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“
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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 Knock-In Options,”
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Fast and Accurate Valuation of American Barrier
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Exercise Boundaries and Efficient
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“Valuation
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“American
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“Is
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