Author:
Kalantari R.,Shahmorad S.,Ahmadian D.
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference29 articles.
1. Amin, K., & Khanna, A. (1994). Convergence of American option values from discrete to continuous-time financial models. Mathematical Finance, 4, 289–304.
2. Barraquand, J., & Pudet, T. (1994). Pricing of American path-dependent contingent claims. Paris: Digital Research Laboratory.
3. Black, F., & Scholes, M. S. (1973). THE pricing of options and corporate liabilities. The Journal of Political Economy, 81, 637654.
4. Brayton, R. K., Gustavson, F. G., & Hachtel, G. D. (1972). A new efficient algorithm for solving differential-algebraic systems using implicit backward differentiation formulas. Proceedings of the IEEE, 60(1), 98–108.
5. Brennan, M., & Schwartz, E. (1977). The valuation of American put options. The Journal of Finance, 32, 449–462.
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献