✦ LIBER ✦

Pricing American Options Fitting the Smile

✍ Scribed by M. A. H. Dempster; D. G. Richards

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

American options: the EPV pricing model

✍ Svetlana Boyarchenko; Sergei Levendorskii 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 263 KB

Analytical pricing of American options

✍ Jun Cheng, Jin E. Zhang 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 540 KB

Pricing American-Style Options By Simula

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

Static hedging and pricing American opti

✍ San-Lin Chung; Pai-Ta Shih 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 392 KB

Pricing American Options: A Duality Appr

✍ Haugh, Martin B.; Kogan, Leonid 📂 Article 📅 2004 🏛 INFORMS 🌐 English ⚖ 172 KB

Smiles, Bid-ask Spreads and Option Prici

✍ Ignacio Peña; Gonzalo Rubio; Gregorio Serna 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 527 KB