Randomization and the American Put
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/11/3/597/5417889/110597.pdf
Reference35 articles.
1. “The Passport Option,”;Andersen;Journal of Computational Finance,1998
2. The Pricing of Options and Corporate Liabilities
3. THE VALUATION OF AMERICAN PUT OPTIONS
4. American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
5. Carr P. Chesney M. , 1997, “American Put Call Symmetry,” forthcoming in Journal of Financial Engineering.
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