On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069): Difference between revisions

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+https://doi.org/10.1080/14697688.2011.649602
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+W2047490089
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Randomization and the American Put
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+Option pricing: A simplified approach
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+Asymptotics of the price oscillations of a European call option in a tree model
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+Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions
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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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+Binomial models for option valuation - examining and improving convergence
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+On the analytical–numerical valuation of the Bermudan and American options
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+The rate of convergence of the binomial tree scheme
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