Mathematical Finance: L16 - Optimal Stopping And Pricing Of American Options

Mathematical Finance: L16 - Optimal stopping and pricing of American options

Parametric Continuity in Problems of Optimal Stopping with Apps to American Options & Stopping Games

Fields Institute

Pricing an American Option: An Example

Mike, the Mathematician

L_7.2 The moment of optimal stopping for American Option. Exotic options.

Nataly Shchestyuk

Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method

Wolfram Demonstrations Project

Optimal stopping

Mathematical Finance: L17 - Hedging of American options

Optimal Stopping

222(a) - Perpetual American Put Option

FinMath Simplified

Pricing Options with Mathematical Models | CaltechX on edX | Course About Video

edX

Paul Wilmott on Quantitative Finance, Chapter 9, Perpetual American call

Nathan Whitehead

20. Option Price and Probability Duality

MIT OpenCourseWare

Black Scholes Explained - A Mathematical Breakdown

Finance Explained

Protecting Consumers Against Personalized Pricing: A Stopping Time Approach

FORC Foundations of Responsible Computing

Apartment Hunting Hacks: Cracking the Optimal Stopping Problem for the Win

Math Matrix Movies

Pricing American Options with the Two- and Three-Point Maximum Methods

Wolfram Demonstrations Project

On the limit theory of mean field optimal stopping with common noise

Fields Institute

Optimal Stopping in Economics #3: The Tree Cutting Problem with Replanting

Mathematical Finance L 13-1: Hedging of American contingent claims