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

Chang, L.-F.L.-F.ChangGuo, J.-H.J.-H.GuoMAO-WEI HUNG2020-02-152020-02-152016https://scholars.lib.ntu.edu.tw/handle/123456789/459467[SDGs]SDG8A Generalization of the Recursive Integration Method for the Analytic Valuation of American Optionsjournal article10.1002/fut.217652-s2.0-84949518766https://www.scopus.com/inward/record.uri?eid=2-s2.0-84949518766&doi=10.1002%2ffut.21765&partnerID=40&md5=17d7779a02debf33933541e221fa04e1