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q-fin.PR2026
Multiple Stopping and Exercise Boundaries for American Put Options
Katsunori Ano
This article studies a finite-horizon American put option with up to exercise rights under the risk-neutral Black--Scholes model, where consecutive exercises must be separated…
math.PR2026
Multiple Stopping Options on a Geometric Random Walk
Katsunori Ano
This article develops a finite-horizon multiple-stopping framework and applies it to three American-style contracts on a geometric random walk in a Cox--Ross--Rubinstein market: an…