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Fast and accurate valuation of American barrier options
AitSahlia, Farid; Imhof, Lorens; Lai, Tze Leung - In: The journal of computational finance 7 (2003) 1, pp. 129-145
Persistent link: https://www.econbiz.de/10001805467
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Pricing and hedging of American knock-in options
AitSahlia, Farid; Imhof, Lorens; Lai, Tze Leung - In: The journal of derivatives : the official publication … 11 (2003) 3, pp. 44-50
Persistent link: https://www.econbiz.de/10002007127
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A canonical optimal stopping problem for American options and its numerical solution
AitSahlia, Farid; Lai, Tze Leung - In: The journal of computational finance 3 (1999/2000) 2, pp. 33-52
Persistent link: https://www.econbiz.de/10001517419
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Pricing and Hedging of American Knock-In Options
AitSahlia, Farid; Imhof, Lorens; Lai, Tze Leung - In: The journal of derivatives : the official publication … 11 (2004) 3, pp. 44-50
Persistent link: https://www.econbiz.de/10005928610