On the analytical–numerical valuation of the Bermudan and American options (Q5189715): Difference between revisions

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+https://doi.org/10.1080/14697680802637890
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+W2051917575
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+Extrapolation of difference methods in option valuation
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+The Pricing of Options and Corporate Liabilities
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+Closed Form Two-Sided Bounds for Probabilities that At Least <i>r</i> and Exactly <i>r</i> Out of <i>n</i> Events Occur
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+Probability Bounds with Cherry Trees
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+Probability bounds given by hypercherry trees
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+Option pricing: A simplified approach
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+Pricing American Stock Options by Linear Programming
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+Boole-Bonferroni Inequalities and Linear Programming
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+Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
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