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Article: 11040200 Approximation results.(5: Citations)(Brief article)(Recommended readings)
- Article from:
- Foundations and Trends in Finance
- Article date:
- September 1, 2005
- Author:
CopyrightCOPYRIGHT 2005 Now Publishers, Inc. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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D. Bertsimas, L. Kogan and A. Lo, 2000, "When is Time Continuous?", Journal of Financial Economics, 55:173-204
E. Blomeyer, 1986, "An Analytic Approximation for the American Put Price for Options on Stocks with Dividends", Journal of Financial and Quantitative Analysis, 21:229-233
P. Carr, 1998, "Randomization and the American Put", Review of Financial Studies, 11:597-626
R. Geske and K. Shastri, 1985, "Valuation by Approximation--A Comparison of Alternative Option Valuation Techniques", Journal of Financial and Quantitative Analysis, 20:45-71
R. Jarrow and A. Rudd, 1982, "Approximate Option Valuation for Arbitrary ...