《Valuation by Approximation--A Comparison of Alternative Option Valuation Techniques》.pdfVIP

Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques Author(s): Robert Geske and Kuldeep Shastri Reviewed work(s): Source: The Journal of Financial and Quantitative Analysis, Vol. 20, No. 1 (Mar., 1985), pp. 45- 71 Published by: University of Washington School of Business Administration Stable URL: /stable/2330677 . Accessed: 05/12/2011 01:01 Your use of the JSTOR archive indicates your acceptance of the Terms Conditions of Use, available at . /page/info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@. University of Washington School of Business Administration is collaborating with JSTOR to digitize, preserve and extend access to The Journal of Financial and Quantitative Analysis. JOURNAL OF FINANCIAL AND ANALYSIS VOL NO MARCH QUANTITATIVE 20, 1, 1985 Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques Robert Geske and Kuldeep Shastri* Abstract The of this is to a of for purpose paper compare variety approximation techniques valuing do not exist. The is contracts when solutions made with contingent analytic comparison to the differences in bo