On Various Quantitative Approaches For Pricing American Options
AbstractIn this paper, a comprehensive review of the valuation of American options is presented. Various approaches to pricing American option contracts are discussed, with the pros and cons of each being briefly outlined. The paper aims to provide a literature review for those who are interested in this very fundamental research, that provides a basis for pricing any American-style derivatives.
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Bibliographic InfoArticle provided by World Scientific Publishing Co. Pte. Ltd. in its journal New Mathematics and Natural Computation.
Volume (Year): 07 (2011)
Issue (Month): 02 ()
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Web page: http://www.worldscinet.com/nmnc/nmnc.shtml
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