✦ LIBER ✦

The Valuation of American Options on Multiple Assets

✍ Scribed by Mark Broadie; Jérôme Detemple

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option Pricing on Multiple Assets

✍ Thomas P. Branson; Yang Ho Choi 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 385 KB

Exercise regions of American options on

✍ Stephane Villeneuve 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 177 KB

Valuation of a nonexpiring American opti

✍ K. V. Khizhnyak 📂 Article 📅 2011 🏛 Allerton Press, Inc. 🌐 English ⚖ 243 KB

Monte Carlo valuation of American option

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

American options on assets with dividend

✍ J. D. Evans; R. Kuske; Joseph B. Keller 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

Analytical Valuation of American Options

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