Author:
Allegretto Walter,Lin Yanping,Yang Hongtao
Subject
Economics and Econometrics,Finance
Reference17 articles.
1. Numerical evaluation of the critical price and American options;Allegretto;European Journal of Finance,1995
2. Finite element error estimates for a nonlocal problem in American option valuation;Allegretto;SIAM Journal of Numerical Analysis,2001
3. A fast and highly accurate numerical method for the valuation of American options;Allegretto;Dynamics of Continuous Discrete and Impulsive Systems Series B,2001
4. Efficient analytic approximation of American option values;Barone-Adesi;Journal of Finance,1987
5. Monte Carlo methods for security pricing;Boyle;Journal of Economic Dynamics and Control,1997
Cited by
2 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