Efficient Procedures for Valuing European and American Path-Dependent Options
- 31 August 1993
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 1 (1) , 21-31
- https://doi.org/10.3905/jod.1993.407869
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- A Quick Algorithm for Pricing European Average OptionsJournal of Financial and Quantitative Analysis, 1991
- Term Structure Movements and Pricing Interest Rate Contingent ClaimsThe Journal of Finance, 1986
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- Options: A Monte Carlo approachJournal of Financial Economics, 1977