✦ LIBER ✦

Analytical pricing of American options

✍ Scribed by Jun Cheng, Jin E. Zhang

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

On convergence of a semi-analytical meth

✍ Xiaotie Deng; Yonggeng Gu; Shouyang Wang; Shunming Zhang 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 115 KB

Analytical approximations for the critic

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

PRICING AND HEDGING AMERICAN OPTIONS ANA

✍ Jin E. Zhang; Tiecheng Li 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 218 KB

Analytical American Option Pricing: The

✍ Alessandro Sbuelz 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 510 KB

Pricing American-Style Options By Simula

✍ Axel Kind 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 293 KB