Optimal exercise boundary for an American put option
Year of publication: |
1998
|
---|---|
Authors: | Kuske, Rachel |
Other Persons: | Keller, Joseph B. (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 5.1998, 2, p. 107-116
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S., (1993)
-
Put-call-futures parity pricing in Australia
English, John W., (1993)
-
Some questions on the pricing of SPI futures contracts
Heaney, Richard A., (1993)
- More ...
-
American options on assets with dividends near expiry
Evans, J. D., (2002)
-
Application of the optimal control theory for an analysis of meat quality in pork production
Kuske, Rachel, (1995)
-
Optimal exercise boundary for an American put option
Kuske, Rachel, (1998)
- More ...