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[1]
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An improved Barone-Adesi Whaley formula for turbulent markets
Journal of Computational and Applied Mathematics,
2022
DOI:10.1016/j.cam.2021.113993
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[2]
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An improved Barone-Adesi Whaley formula for turbulent markets
Journal of Computational and Applied Mathematics,
2022
DOI:10.1016/j.cam.2021.113993
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[3]
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An improved Barone-Adesi Whaley formula for turbulent markets
Journal of Computational and Applied Mathematics,
2022
DOI:10.1016/j.cam.2021.113993
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[4]
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Valuing flexibility in transmission expansion planning from the perspective of a social planner: A methodology and an application to the Chilean power system
The Engineering Economist,
2020
DOI:10.1080/0013791X.2020.1712509
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[5]
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A Quasi-Closed-Form Solution for the Valuation of American Put Options
International Journal of Financial Studies,
2020
DOI:10.3390/ijfs8040062
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[6]
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On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options
SSRN Electronic Journal ,
2019
DOI:10.2139/ssrn.3482064
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[7]
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Pricing the American options: A closed-form, simple formula
Physica A: Statistical Mechanics and its Applications,
2019
DOI:10.1016/j.physa.2019.123873
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[8]
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Pricing the American options using the Black–Scholes pricing formula
Physica A: Statistical Mechanics and its Applications,
2018
DOI:10.1016/j.physa.2018.05.087
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