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Convergence of barrier option prices in the binomial model
Lin, Jhihrong; Palmer, Kenneth J. - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 318-338
Persistent link: https://www.econbiz.de/10009721743
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A closer look at barrier exchange options
Brown, Christine; Handley, John C.; Palmer, Ken - In: The journal of futures markets 33 (2013) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10009697538
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Moment-matching approximations for Asian options
Lo, Chien-ling; Palmer, Kenneth J.; Yu, Min-the - In: The journal of derivatives : the official publication … 21 (2014) 4, pp. 103-122
Persistent link: https://www.econbiz.de/10010387678
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Path independence of exotic options and convergence of binomial approximations
Leduc, Guillaume; Palmer, Kenneth J. - In: The journal of computational finance 23 (2019) 2, pp. 73-102
Persistent link: https://www.econbiz.de/10012111264