Based on the structure models of options pricing (Dai and Qin, 2005), this paper presents the models using which the optimal criterion for executing American options could be computed. By using these models, one can find the choosing criterion and optimal prices to exercise the American call and...

Based on the structure model of option pricing (Dai and Qin, 2005) and partial distribution (Dai, 2001), this paper designs a new kind of expression of futures price. It presents the structure pricing model for American futures options on underlying non-dividend-paying stocks, and provides three...

Based on the DF structure models for option pricing (Dai and Qin, 2005), this paper further discusses the DF structure models for three cases, i.e., when the underlying stock is dividend-paid, or when it is capital-split and when it is both dividend-paid as well as capital-split. These three...