Showing 1 - 10 of 697
Persistent link: https://www.econbiz.de/10001512706
Persistent link: https://www.econbiz.de/10011747882
Persistent link: https://www.econbiz.de/10003708107
Persistent link: https://www.econbiz.de/10001444782
Persistent link: https://www.econbiz.de/10001781232
Persistent link: https://www.econbiz.de/10001493518
Persistent link: https://www.econbiz.de/10008810757
Cet article est une revue de la littérature où le temps passé dans un état est une variable aléatoire issue d’un mélange continu de distributions. Elle s’est constituée à partir de l’estimation de fonctions de hasards et de méthodes d’approximations d’intégrales. Nous...
Persistent link: https://www.econbiz.de/10004984861
In this paper, we consider American option contracts when the underlying asset has stochastic dividends and stochastic volatility. We provide a full discussion of the theoretical foundations of American option valuation and exercise boundaries. We show how they depend on the various sources of...
Persistent link: https://www.econbiz.de/10005100925
Persistent link: https://www.econbiz.de/10000829615