On the analytical/numerical pricing of American put options against binomial tree prices

By Joshi Mark   Staunton Mike  

Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 17-20

Routledge Ltd

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On the binomial tree method and other issues in connection with pricing Bermudan and American options

By Prékopa András   Szántai Tamás  

Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 21-26

Routledge Ltd

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Pricing options with American-style average reset features

By Chang Chuang-Chang   Chung San-Lin   Shackleton Mark  

Quantitative Finance, Vol. 4, Iss. 3, 2004-06 ,pp. : 292-300

Routledge Ltd

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On the perpetual American put options for level dependent volatility models with jumps

By Bayraktar Erhan  

Quantitative Finance, Vol. 11, Iss. 3, 2011-03 ,pp. : 335-341

Routledge Ltd

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Regression methods in pricing American and Bermudan options using consumption processes

By Belomestny Denis   Milstein Grigori   Spokoiny Vladimir  

Quantitative Finance, Vol. 9, Iss. 3, 2009-04 ,pp. : 315-327

Routledge Ltd

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