Applied Mathematics

Applied Mathematics

ISSN Print: 2152-7385
ISSN Online: 2152-7393
www.scirp.org/journal/am
E-mail: am@scirp.org
"The Barone-Adesi Whaley Formula to Price American Options Revisited"
written by Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli,
published by Applied Mathematics, Vol.6 No.2, 2015
has been cited by the following article(s):
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[1] A Compound Real Option Approach for Determining the Optimal Investment Path for RPV-Storage Systems
2022
[2] A general theory of option pricing: Explicit, simple formulas
2021
[3] A general theory of option pricing: Explicit formulas
2021
[4] 二元樹模型估計美式選擇權價格敏感度的數值效率
2020
[5] A Quasi-Closed-Form Solution for the Valuation of American Put Options
2020
[6] Valuing flexibility in transmission expansion planning from the perspective of a social planner: A methodology and an application to the Chilean power system
2020
[7] On extensions of the Barone-Adesi and Whaley method to price American-type options
2019
[8] Pricing the American Options: A Closed-Form, Simple Formula
2019
[9] On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options
2019
[10] Pricing the American options using the Black–Scholes pricing formula
Physica A: Statistical Mechanics and its Applications, 2018
[11] A study of some popular analytical approximation approaches applied to options pricing
2018
[12] Pricing the American Options Using the Black-Scholes Pricing Formula
SSRN, 2017
[13] Desarrollo y aplicación de una metodología para evaluar el valor de la flexibilidad en proyectos de planificación de la expansión en transmisión eléctrica desde el …
2017
[14] PLANIFICACIÓN DE LA EXPANSIÓN EN INVERSIONES DE GENERACIÓN Y TRANSMISIÓN BAJO INCERTIDUMBRE CONSIDERANDO FLEXIBILIDAD
2017
[15] Desarrollo Y Aplicación De Una Metodología Para Evaluar El Valor De La Flexibilidad En Proyectos De Planificación De La Expansión En Transmisión Eléctrica …
2017
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