The Valuation of American Options for a Class of Diffusion Processes

  • Jérôme Detemple

    Boston University School of Management, 595 Commonwealth Avenue, Boston, Massachusetts 02215, and CIRANO, 2020 University Street, 25th Floor, Montreal, Quebec, Canada H3A 2A5, and Wholesale Group Quantitative Research, Reliant Resource, Louisiana #1111, Houston, Texas 77210-4567

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    ,
  • Weidong Tian

    Boston University School of Management, 595 Commonwealth Avenue, Boston, Massachusetts 02215, and CIRANO, 2020 University Street, 25th Floor, Montreal, Quebec, Canada H3A 2A5, and Wholesale Group Quantitative Research, Reliant Resource, Louisiana #1111, Houston, Texas 77210-4567

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