Download - pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

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Page 1: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 2: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 3: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 4: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 5: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 6: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 7: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 8: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 9: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 10: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 11: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 12: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 13: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 14: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

Page 15: pg1 - Hong Kong University of Science and Technologymaykwok/piblications/Wu_Kwok_Front.pdf · The valuation of American options has long been an intriguing problem. It is widely acknowledged

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