✦ LIBER ✦

The Analytic Valuation of American Options

✍ Scribed by Kim, I. J.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Analytic approximation for the valuation

✍ Edwin O. Fischer 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 697 KB

Analytical Valuation of American Options

✍ Chandrasekhar Reddy Gukhal 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

The valuation of American options on bon

✍ T.S. Ho; Richard C. Stapleton; Marti G. Subrahmanyam 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 284 KB

Monte Carlo valuation of American option

✍ L. C. G. Rogers 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

Valuation of American partial barrier op

✍ Doobae Jun, Hyejin Ku 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 506 KB

The Valuation of American Options on Mul

✍ Mark Broadie; Jérôme Detemple 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 645 KB