A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options

Journal

Journal of Futures Markets

Journal Volume

36

Journal Issue

9

Pages

887-901

Date Issued

2016

Author(s)

Chang, L.-F.

Guo, J.-H.

DOI

10.1002/fut.21765

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459467

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84949518766&doi=10.1002%2ffut.21765&partnerID=40&md5=17d7779a02debf33933541e221fa04e1

Type

journal article