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Risk-indifference pricing of American-style contingent claims

20260 citationsJournal Article

Authors

Frederick “Forrest” Miller · Forsyth Technical Community College

Hussein Nasralah · University of Michigan–Dearborn

Stephan Sturm · Worcester Polytechnic Institute

Topics & Keywords

Credit Risk and Financial Regulations Financial Markets and Investment Strategies Probability and Risk Models

UN Sustainable Development Goals

Reduced inequalities

Publication Details

Published in: Probability Uncertainty and Quantitative Risk

Volume 11, Issue 1, pp. 85-110

DOI: 10.3934/puqr.2026002

Field-Weighted Citation Impact: 0.00

Risk-indifference pricing of American-style contingent claims | Researchclopedia