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Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo - In: Journal of banking & finance 32 (2008) 2, pp. 311-325
Persistent link: https://www.econbiz.de/10003647242
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The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo; Paraskevopoulos, Ioannis - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153