American chooser options
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference17 articles.
1. American option valuation: new bounds, approximations, and a comparison of existing methods;Broadie;Review of Financial Studies,1996
2. The valuation of American options on multiple assets;Broadie;Mathematical Finance,1997
3. Alternative characterizations of American put options;Carr;Mathematical Finance,1992
4. Evaluation of American strangles;Chiarella;Journal of Economic Dynamics and Control,2005
5. American-Style Derivatives;Detemple,2006
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