Richardson Extrapolation Techniques for the Pricing of American-style Options

Chang, Chuang-ChangChuang-ChangChangChung, San-LinSan-LinChungStapleton, Richard C.Richard C.Stapleton2010-10-052018-07-092010-10-052018-07-092007-08http://ntur.lib.ntu.edu.tw//handle/246246/211108en-USRichardson Extrapolation Techniques for the Pricing of American-style Optionsjournal article10.2139/ssrn.313962