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Extendible options : the general case
Chung, Y. Peter; Johnson, Herbert - In: Finance research letters 8 (2011) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10009272376
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The critical stock price for the American put option
Chung, Y. Peter; Johnson, Herbert; Polimenis, Vassilis - In: Finance research letters 8 (2011) 1, pp. 8-14
Persistent link: https://www.econbiz.de/10009272379
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Enhancing binomial and trinomial equity option pricing models
Kim, Young Shin; Stoyanov, Stoyan V.; Račev, Svetlozar T. - In: Finance research letters 28 (2019), pp. 185-190
Persistent link: https://www.econbiz.de/10012388304