← Search

Journal of Finance Vol. 47 No. 2 1992

A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske-Johnson Approach.

David S. Bunch; Herb Johnson

Abstract

R. Geske and H. E. Johnson (1984) develop an equation for the American put price and obtain accurate prices using a method requiring quadrivariate normal integrals evaluated over an interval containing four equally spaced exercise points. The authors show that a modification of their method, which uses optimal placement of exercise points, yields, in most cases, accurate values using nothing more than bivariate normals. In the more difficult (deep-in-the-money) cases, trivariate normals suffice.

Volume
47
Issue
2
Pages
809-16
Sources
bibtex:phds-export.bib

Cite