... G. and E. J. Stapleton ( 199 8) Fast accurate binomial pricing of options.Finance and Stochastics, 2:3–17.Rogers, L. C. G. and O. Zane ( 199 9) Saddle-point approximations to option prices.Annals ... distribution, 22, 24, 28up -and- in call, 190 , 223up -and- in put, 190 up -and- out call, 190 , 194 , 195 , 197 up -and- out put, 190 variance, 24, 142variance reduction, 143, 232 and hedging, 233antithetic variates, ... 59, 60, 66, 70, 118London International Financial Futures and OptionsExchange, 5, 135London Stock Exchange, 50Long-Term Capital Management, 93 94 lookback option, 191 – 192 , 196 low discrepancy...