Critical price near maturity for an American option on a dividend-paying stock in a local volatility model
Year of publication: |
2005
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Authors: | Chevalier, Etienne |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 3, p. 439-463
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Subject: | Aktienoption | Stock option | Fälligkeit | Maturity | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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