Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models
Year of publication: 
199602


Authors:  Leisen, Dietmar 
Institutions:  University of Bonn, Germany 
Subject:  binomial model  option valuation  order of convergence  smoothing  extrapolation  Control Variate technique 

The RandomTime Binomial Model
Leisen, Dietmar, (1997)

Binomial Models for Option Valuation  Examining and Improving Convergence
Leisen, D. P. J., (1995)

Stock Evolution under Stochastic Volatility: A Discrete Approach
Leisen, Dietmar P.J.,
 More ...

The RandomTime Binomial Model
Leisen, Dietmar, (1997)

Stock Evolution under Stochastic Volatility: A discrete approach
Leisen, Dietmar, (1999)

Binomial Models for option valuation  examining and improving convergence
Leisen, Dietmar, (1995)
 More ...