Pricing the American Options Using the Black-Scholes Pricing Formula
| Year of publication: |
2018
|
|---|---|
| Authors: | Alghalith, Moawia |
| Publisher: |
[2018]: [S.l.] : SSRN |
| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading |
| Description of contents: |
We develop a simple, exact, explicit, and analytical solution to the American option partial differential equation PDE using the Black-Scholes pricing formula
|
freely available
| Extent: | 1 Online-Ressource (7 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2017 erstellt |
| Other identifiers: | 10.2139/ssrn.3068888 [DOI] |
| Classification: | G12 - Asset Pricing ; C5 - Econometric Modeling |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012932144