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The saga of the American put

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Author Info
Barone-Adesi, Giovanni
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File URL: http://www.sciencedirect.com/science/article/B6VCY-4FTXXMR-1/2/cd51c9d30553f2be12739d369eea4c14
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 29 (2005)
Issue (Month): 11 (November)
Pages: 2909-2918
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Handle: RePEc:eee:jbfina:v:29:y:2005:i:11:p:2909-2918

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  1. Carl Chiarella & Andrew Ziogas, 2006. "American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach," Research Paper Series 174, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Minqiang Li, Li, 2009. "Analytical Approximations for the Critical Stock Prices of American Options: A Performance Comparison," MPRA Paper 15018, University Library of Munich, Germany. [Downloadable!]
  3. Li, Minqiang, 2009. "A Quasi-analytical Interpolation Method for Pricing American Options under General Multi-dimensional Diffusion Processes," MPRA Paper 17348, University Library of Munich, Germany. [Downloadable!]
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This page was last updated on 2009-12-3.

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