... G. and E. J. Stapleton (1998) Fast accurate binomial pricing of options.Finance and Stochastics, 2:3–17.Rogers, L. C. G. and O. Zane (1999) Saddle-point approximations to option prices.Annals ... Economic Dynamics and Control, 21:1267–1321.Broadie, Mark and Paul Glasserman (1998) Introduction to Chapter III: Volatility and correlation. In Mark Broadie and Paul Glasserman, eds, Hedging ... American options. Working paper, University of Columbia, NewYork.Bass, Thomas A. (1999) The Predictors. London: Penguin.Baxter, Martin and Andrew Rennie (1996) Financial Calculus: An Introduction...