Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328): Difference between revisions

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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+Option pricing: A simplified approach
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+Error estimates for the binomial approximation of American put options
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+Pricing the American put option: A detailed convergence analysis for binomial models
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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