![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Câmara António Câmara Ana
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.12, Iss.8, 2012-08, pp. : 1241-1252
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
The Valuation of Volatility Options
By Detemple J.
European Finance Review, Vol. 4, Iss. 1, 2000-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
On the analytical-numerical valuation of the Bermudan and American options
By Prekopa Andras Szantai Tamas
Quantitative Finance, Vol. 10, Iss. 1, 2010-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Geometric Asian options: valuation and calibration with stochastic volatility
Quantitative Finance, Vol. 4, Iss. 3, 2004-06 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
A simple iterative method for the valuation of American options
By Kim In Joon
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :