A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
| Year of publication: |
2009
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|---|---|
| Authors: | Guo, Jia-Hau ; Hung, Mao-Wei ; So, Leh-Chyan |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 29.2009, 5, p. 478
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