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- Published online August 27, 2019.
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- Latest version (July 4, 2019 - 04:27).
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© 2019 Pageant Media Ltd
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- Qianru Shang
- Brian Byrne
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Cited By...
American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search
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- Article
- Abstract
- EXTENDING KIM-BYUN-CURRAN: THE OPTIMAL EXERCISE BOUNDARY ADAPTED FOR UNRESTRICTED CONTINUOUS DIVIDENDS
- TWO ACCELERATION TECHNOLOGIES: TRUNCATION AND DYNAMIC MEMORY
- THE EFFICIENT PRICING PROCESS OF AN ACCELERATED CRR MODEL: APPLYING INTELLIGENT LATTICE SEARCH ALGORITHM, TRUNCATION, AND DYNAMIC MEMORY
- NUMERICAL RESULTS
- CONCLUSION
- ADDITIONAL READING
- ENDNOTES
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