“ Menu Simplification for 401(k) Plans” (with Thomas
Doellman and Sabuhi Sardali), under review.
“ MeanVariance Spanning Tests With ShortSales
Constraints” (with Thomas Doellman and Sabuhi Sardali), under review.
“ American Options Under Stochastic Volatility:
Parameter Estimation and Pricing Efficiency “ (with M. Goswami and S. Guha), under review.
“ Discretely Monitored LookBack Option
Prices and their Sensitivities in Lévy
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“ Information Stages in Efficient Markets” (with JoonHui Yoon),
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Optimal Crop Planting Schedules and Financial
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V. Cabrera, S. Uryasev, and C. Fraisse), Annals of Operations Research, vol.
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American Option Pricing Under Stochastic
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American Option Pricing Under Stochastic Volatility:
An Empirical Evaluation"
(with M. Goswami and S. Guha), Computational
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Corrected Random Walk Approximations to Free
Boundary Problems in Optimal Stopping" (with T. L. Lai and Y. C.
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A Canonical Optimal Stopping Problem for American
Options Under a DoubleExponential JumpDiffusion Model" (with A. Runnemo), Journal
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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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American Options and its Numerical Solution,” F. AitSahlia, and
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“Valuation
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“American
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