A quasi-closed-form solution for the valuation of American put options
Year of publication: |
2020
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Authors: | Viegas, Christina ; Azevedo-Pereira, José |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 8.2020, 4/62, p. 1-10
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Subject: | option valuation | American put option | quasi-closed-form solution | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs8040062 [DOI] hdl:10419/257729 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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