[13] Geske R., H. Johnson. 1984. “The American Put Option Valued Analytically,” Journal of Finance, Vol.
39, 1511-1524
[14] Heston, Steven L. 1993. “A Closed-Form Solution for Options with Stochastic Volatility with Applica-
tions to Bond and Currency Options,” Review of Financial Studies, Vol. 6, No. 2, 327-343
[15] Hirsa, Ali, Dilip B. Madan. 2003. “Pricing American Options Under Variance Gamma,” Journal of
Computational Finance, Vol. 7, No. 2 (Winter)
[16] Longstaff, Francis A., Eduardo S. Schwartz. 2001. “Valuing American Options by Simulation: A Simple
Least-Squares Approach,” Review of Financial Studies, Vol. 14, No. 1 (Spring), 113-147
[17] Press, William H., Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery. 1992. Numerical
Recipes in Fortran JJ: The Art of Scientific Computing. 2nd ed. Vol. 1. Cambridge University Press
[18] Rudin, Walter. 1991. Functional Analysis. 2nd ed. McGraw-Hill Book Co.
[19] Rudin, Walter. 1987. Real and Complex Analysis. 3rd ed. McGraw-Hill Book Co.
[20] Shephard, Neil G. 1991a. “From Characteristic Function to Distribution Function: A Simple Framework
for the Theory,” Econometric Theory, 7, 519-529
[21] Shephard, Neil G. 1991b. “Numerical Integration Rules for Multivariate Inversions,” Journal of Statistical
Computation and Simulation, 39, 37-46
[22] Standard & Poor’s. 2004. Press Release. July 1st. http://www2.standardandpoors.com/spf/pdf/index/tr.pdf
[23] Standard & Poor’s. 2003. S&P 100. December 31st. http://www.standardandpoors.com/indices
[24] The Wall Street Journal. Tuesday, July 6, 2004. Vol. CCXLIV No. 3, p. C12
[25] Wilmott, Paul. 2000. Paul Wilmott on Quantitative Finance. 2-volume set. John Wiley & Sons Ltd.
[26] Winkler, Gunter. 2001. Analytische und numerische Untersuchung des Modells von Heston zur Option-
spreisberechnung. Chemnitz, Fakultat für Mathematik
19
More intriguing information
1. Gender and aquaculture: sharing the benefits equitably2. Connectionism, Analogicity and Mental Content
3. Computational Experiments with the Fuzzy Love and Romance
4. How do investors' expectations drive asset prices?
5. The mental map of Dutch entrepreneurs. Changes in the subjective rating of locations in the Netherlands, 1983-1993-2003
6. The name is absent
7. The name is absent
8. The name is absent
9. New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.
10. The name is absent