A simple and numerically efficient valuation method for American Putsusing a modified Geske-Johnson approach

Authors
David S. Bunch Herb Johnson
Citation
David S. Bunch et Herb Johnson, A simple and numerically efficient valuation method for American Putsusing a modified Geske-Johnson approach, The Journal of finance, 47(02), 1992, pp. 809
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:02<809:ASANEV>2.0.ZU;2-A