Valuing American Put Options Using Gaussian Quadrature

Review of Financial Studies

Volumn 13, Issue 1, 2000, Pages 75-94

  Sullivan, Michael A ^a  

^a OFFICE OF THE COMPTROLLER OF THE CURRENCY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033270692     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/13.1.75     Document Type: Article

References (16)

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