✦ LIBER ✦

Analytical American Option Pricing: The Flat-barrier Lower Bound

✍ Scribed by Alessandro Sbuelz

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the analytical/numerical pricing of A

✍ Joshi, Mark; Staunton, Mike 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 192 KB

A lower bound on the value of an infinit

✍ V. V. Morozov; D. L. Muravei 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 109 KB

Pricing barrier and American options und

✍ Yu Tian; Zili Zhu; Fima C. Klebaner; Kais Hamza 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 271 KB

Analytical approximations for the critic

✍ Minqiang Li 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 311 KB

Analytical and computational models of s

✍ H. C. Huang 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 105 KB