Richardson extrapolation techniques for the pricing of American-style options

Journal of Futures Markets

Volumn 27, Issue 8, 2007, Pages 791-817

  Chang, Chuang Chang ^a   Chung, San Lin ^b   Stapleton, Richard C ^c,d  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

^d UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547263607     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20272     Document Type: Article

References (16)

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