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  1. 1
    New Methods with Capped Options for Pricing American Options

    New Methods with Capped Options for Pricing American Options by Dongya Deng, Cuiye Peng

    Published 2014-01-01
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  2. 2
    Lattice Methods for Pricing American Strangles with Two-Dimensional Stochastic Volatility Models

    Lattice Methods for Pricing American Strangles with Two-Dimensional Stochastic Volatility Models by Xuemei Gao, Dongya Deng, Yue Shan

    Published 2014-01-01
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