Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638): Difference between revisions

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+https://doi.org/10.1080/14697688.2011.617776
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+W3125159664
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Option pricing: A simplified approach
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+Q3533738
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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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+An exact and explicit solution for the valuation of American put options
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+Publication:5745638