Frederick "Forrest" Miller

Northeastern Univeristy

Graduate Student

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Risk-indifference Pricing of American-style Contingent Claims

Probability, Uncertainty and Quantitative Risk, volume 11, issue 1, 2026[10.3934/puqr.2026002]

Number of pages: 24 Posted: 26 Sep 2024 Last Revised: 03 Apr 2026

Rohini Kumar, Frederick "Forrest" Miller, Hussein Nasralah and Stephan Sturm

Wayne State University, Northeastern Univeristy, University of Michigan at Dearborn and Worcester Polytechnic Institute (WPI) - Department of Mathematical Sciences

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