Article: 11040200 Approximation results.(5: Citations)(Brief article)(Recommended readings)

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 ...

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