Author:
D. Andricopoulos Ari,Widdicks Martin,Newton David P.,Duck Peter W.
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference34 articles.
1. A primal–dual simulation algorithm for pricing multi-dimensional American options;Andersen;Management Science,2004
2. Andricopoulos, A. D., 2002. Option pricing using quadrature and other numerical methods. Ph.D. Dissertation, University of Manchester, Manchester, UK.
3. Universal option valuation using quadrature methods;Andricopoulos;Journal of Financial Economics,2003
4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
5. American option valuation: new bounds, approximations, and a comparison of existing methods;Broadie;Review of Financial Studies,1996
Cited by
40 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