Stentoft, Lars - In: Journal of Risk and Financial Management 12 (2019) 2, pp. 1-26
sample of options with characteristics of relevance in real-life applications, the symmetric method performs much better on … average than the regular pricing method, is the best method for most of the options, never performs poorly and, as a result …. Using the symmetric method to price, for example, real options, many of which are call options with long maturities on …