Richardson Extrapolation Techniques for the Pricing of American-Style Options

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

Business, Economics, Finance +13

An Introduction to Numerical Analysis

F. S., Kendall Atkinson · Mathematics of Computation · 1990 · 3.1K citations

Natural Sciences, Mathematics, Computational Mechanics +15

The valuation of compound options

Robert Geske · Journal of Financial Economics · 1979 · 1.1K citations

Business, Economics, Finance +12

American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods

Mark Broadie, Jérôme Detemple · Review of Financial Studies · 1996 · 573 citations

Business, Finance, Asset Pricing +16

Two‐State Option Pricing

Richard J. Rendleman, Brit J. Bartter · The Journal of Finance · 1979 · 438 citations