Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium
Year of publication: |
2003
|
---|---|
Authors: | Ibáñez, Alfredo |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 49.2003, 9, p. 1210-1228
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | American Put Option | Richardson Extrapolation | Early Exercise Premium |
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