Showing 1 - 10 of 4,451
Persistent link: https://www.econbiz.de/10010352003
Persistent link: https://www.econbiz.de/10012652624
Persistent link: https://www.econbiz.de/10013411712
Persistent link: https://www.econbiz.de/10002200623
Persistent link: https://www.econbiz.de/10008695491
Persistent link: https://www.econbiz.de/10011686808
Persistent link: https://www.econbiz.de/10012194873
The majority of quasi-analytic pricing methods for American options are efficient near-maturity but are prone to larger errors when time-to-maturity increases. A new methodology, called the "extension"-method, is introduced to increase the accuracy of almost any existing quasi-analytic approach...
Persistent link: https://www.econbiz.de/10013045086
Persistent link: https://www.econbiz.de/10011951026
Persistent link: https://www.econbiz.de/10012153319