Early exercise decision in American options with dividends, stochastic volatility and jumps
Year of publication: |
December 9, 2016
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Authors: | Cosma, Antonio ; Galluccio, Stefano ; Pederzoli, Paola ; Scaillet, Olivier |
Publisher: |
Geneva : Swiss Finance Institute |
Subject: | Optionsgeschäft | Option trading | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Dividende | Dividend |
Extent: | 1 Online-Ressource (circa 71 Seiten) Illustrationen |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 16, 73 Swiss Finance Institute Research Paper ; No. 16-73 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.2139/ssrn.2883202 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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