Associate Professor of Finance, University of Alberta and Duke University, respectively. This research was supported by the Futures and Options Research Center at The Fuqua School of Business, Duke University. Comments and suggestions by Fred D. Arditti, David Emanuel, Hans R. Stoll, Stuart M. Turnbull, Vera Zeidan, Luigi Zezza, and an associate editor of this Journal are gratefully acknowledged.
Efficient Analytic Approximation of American Option Values
Article first published online: 30 APR 2012
1987 The American Finance Association
The Journal of Finance
Volume 42, Issue 2, pages 301–320, June 1987
How to Cite
BARONE-ADESI, G. and WHALEY, R. E. (1987), Efficient Analytic Approximation of American Option Values. The Journal of Finance, 42: 301–320. doi: 10.1111/j.1540-6261.1987.tb02569.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!