Work

Richardson extrapolation techniques for the pricing of American‐style options

Year: 2007

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20272

Authors: Chuang‐Chang Chang, San‐Lin Chung, Richard C. Stapleton

Institutions: National Central University, National Taiwan University, The University of Melbourne, University of Manchester

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124613614

FWCI: 4.14

Cites: 20

Cited by: 57

Related to: 10