Pindyck, R.S., 1991, “Irreversibility and the Explanation of the Investment
Behaviour”, in D. Lund and B., Oksendal (eds.), Stochastic Models and Option Values,,
Amsterdam, North Holland.
Rivlin, Theodore J., 1990, “Chebyshev Polynomials: From Approximation
Theory to Algebra and Number Theory”, 2nd edition, New York: John Wiley and Sons.
Stentoft, L., 2003, “Assessing the Least Squares Monte Carlo Approach to
American Option Valuation”, University of Aarhus, School of Economics &
Management, working papers in finance N.o 10.
Sullivan, A.M., 2000, “Valuing American Put Options Using Gaussian
Quadrature”, Review of Financial Studies, 1, 75-94.
Tzavalis, E., and S. Wang, 2003, “Pricing American Options Under Stochastic
Volatility: A New Method Using Chebyshev Polinomials to Approximate the Early
Exercise Boundary”, Working Paper No. 488, Queen Mary, University of London,
Department of Economics.
Werther, T.,1993,“Generalized Vandermode Determinants over the
Chebyshev Basis”, International Computer Science Institute, 1947, Center Street,
Berkeley, California.
14
More intriguing information
1. PROJECTED COSTS FOR SELECTED LOUISIANA VEGETABLE CROPS - 1997 SEASON2. Une nouvelle vision de l'économie (The knowledge society: a new approach of the economy)
3. THE USE OF EXTRANEOUS INFORMATION IN THE DEVELOPMENT OF A POLICY SIMULATION MODEL
4. Studies on association of arbuscular mycorrhizal fungi with gluconacetobacter diazotrophicus and its effect on improvement of sorghum bicolor (L.)
5. The name is absent
6. The name is absent
7. The name is absent
8. The name is absent
9. Learning and Endogenous Business Cycles in a Standard Growth Model
10. Tobacco and Alcohol: Complements or Substitutes? - A Statistical Guinea Pig Approach