Pricing the American options using the Black–Scholes pricing formula
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference12 articles.
1. The Barone-Adesi Whaley formula to price American options revisited;Fatone;Appl. Math.,2015
2. A simple iterative method for the valuation of American options;Kim;Quant. Finance,2013
3. Convergence of the trinomial tree method for pricing European/American options;Ahn;Appl. Math. Comput.,2007
4. An exact and explicit solution for the valuation of American put options;Zhu;Quant. Finance,2006
5. The saga of the American put;Barone-Adesi;J. Bank. Finance,2005
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