American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search

Qianru Shang; Brian Byrne

doi:10.3905/jod.2019.1.080

American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search

Qianru Shang and Brian Byrne

The Journal of Derivatives Fall 2019, jod.2019.1.080; DOI: https://doi.org/10.3905/jod.2019.1.080

Qianru Shang

is a PhD candidate in finance at the College of Business of Technological University Dublin, in Dublin, Ireland

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Brian Byrne

is a lecturer in finance and MSc Finance co-ordinator at the College of Business of Technological University Dublin, in Dublin, Ireland

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Vol. 29, Issue 2

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American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search

Qianru Shang, Brian Byrne

The Journal of Derivatives Aug 2019, jod.2019.1.080; DOI: 10.3905/jod.2019.1.080

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American Option Pricing: An Accelerated Lattice Model with Intelligent Lattice Search

Qianru Shang, Brian Byrne

The Journal of Derivatives Aug 2019, jod.2019.1.080; DOI: 10.3905/jod.2019.1.080

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