References
- Barone-Adesi G. Elliott R. The Valuation of American Options Working paper Faculty of Business University of Alberta October 1989
- Barone-Adesi , G. and Whaley , R.E. 1987 . Efficient Analytic Approximations of American Option Values . Journal of Finance , 42 : 301 – 320 .
- Black , F. and Scholes , M. 1973 . The Pricing of Options and Corporate Liabilities . Jour. Political Econ , 81 : 637 – 659 .
- Harrison , J.M. and Pliska , S.R. 1981 . Martingales and Stochastic Integrals in the Theory of Continuous Trading . Stoch. Processes and App , 11 : 215 – 260 .
- Jaillet , P. , Lamberton , D. and Lapeyre , B. 1988 . Inequations Variationnelles et Théorie des Options , Vol. 307 , 961 – 965 . Paris : Comptes Rendus.Acad. Sci .