Risk-indifference pricing of American-style contingent claims

Rohini Kumar, Frederick “Forrest” Miller, Hussein Nasralah, Stephan Sturm

Open source

DOI: 10.3934/puqr.2026002
Published: 2026
Container: Probability, Uncertainty and Quantitative Risk
Publisher: American Institute of Mathematical Sciences (AIMS)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3934/puqr.2026002,
  title = {Risk-indifference pricing of American-style contingent claims},
  author = {Rohini Kumar and Frederick “Forrest” Miller and Hussein Nasralah and Stephan Sturm},
  year = {2026},
  journal = {Probability, Uncertainty and Quantitative Risk},
  doi = {10.3934/puqr.2026002},
  url = {https://doi.org/10.3934/puqr.2026002}
}

RIS

TY  - JOUR
TI  - Risk-indifference pricing of American-style contingent claims
AU  - Rohini Kumar
AU  - Frederick “Forrest” Miller
AU  - Hussein Nasralah
AU  - Stephan Sturm
PY  - 2026
JO  - Probability, Uncertainty and Quantitative Risk
DO  - 10.3934/puqr.2026002
UR  - https://doi.org/10.3934/puqr.2026002
ER  -

APA

Kumar, R., Miller, F. “., Nasralah, H., & Sturm, S. (2026). Risk-indifference pricing of American-style contingent claims. Probability, Uncertainty and Quantitative Risk. https://doi.org/10.3934/puqr.2026002

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crossref · retrieved 2026-09-26T07:39:35.649Z