The Pricing of the American Option

Authors
Myneni, Ravi
Citation
Myneni, Ravi, The Pricing of the American Option, Annals of applied probability , 2(1), 1992, pp. 1-23
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
2
Issue
1
Year of publication
1992
Pages
1 - 23
Database
ACNP
SICI code
Abstract
This paper summarizes the essential results on the pricing of the American option.