Closed-form American Options Pricing Models on Foreign Assets

2015 ◽  
Vol 11 (2) ◽  
pp. 1-8
Author(s):  
Yongxin Yan
Keyword(s):  
Closed Form ◽  
American Options ◽  
Options Pricing ◽  
Pricing Models ◽  
Options Pricing Models ◽  
Foreign Assets

scholarly journals Investigation of the barrier options pricing models

2009 ◽  
Vol 50 ◽  
Author(s):  
Rita Palivonaitė ◽  
Eimutis Valakevičius
Keyword(s):  
Option Pricing ◽  
Adaptive Mesh ◽  
Options Pricing ◽  
Barrier Options ◽  
Barrier Option ◽  
Pricing Models ◽  
Black Scholes ◽  
Barrier Option Pricing ◽  
Critical Regions ◽  
Options Pricing Models

In the article three methods of barrier option pricing are analysed and compared: Black–Scholes, trinomial ant adaptive mesh algorithm. Investigation with Lithuanian firm’s stock showed, that to get better results it is offered to adapt higer resolution mesh on critical regions of trinomial tree.

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