An Approximation of an Equivalent European Payoff for the American Put Option
Year of publication: |
2017
|
---|---|
Authors: | Necula, Ciprian |
Publisher: |
[S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries | Optionsgeschäft | Option trading | Europa | Europe |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 20, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2892152 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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