The saga of the American put

By Giovanni Barone-Adesi. 2005

77 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/f514c643554d475f9c46d438f036757bb821a4b4

Citations in the corpus

• The homotopy perturbation method for the Black–Scholes equation (2010, unknown): “Geske and Johnson [3], MacMillan [4], Barone-Adesi and Whaley [5], Barone-Adesi and Elliot [6] and Barone-Adesi [7] developed an accurate analytical approximation method.”