American options on high dividend securities: A numerical investigation
Year of publication: |
2019
|
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Authors: | Rotondi, Francesco |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 2, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | American options | least square method | derivatives pricing | binomial tree | stochastic interest rates | quadrinomial tree |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/risks7020059 [DOI] 1667892061 [GVK] hdl:10419/257897 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: |
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