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Richardson extrapolation techniques for the pricing of American‐style options

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References

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1987A Note on the Convergence of Binomial-Pricing and Compound-Option Models67 cited

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Cited by

2016A fast numerical method to price American options under the Bates model28 cited
2013Pricing and static hedging of American-style options under the jump to default extended CEV model28 cited
2017Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov–Galerkin method27 cited