✦ LIBER ✦

American options on assets with dividends near expiry

✍ Scribed by J. D. Evans; R. Kuske; Joseph B. Keller

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

American and European options in multi-f

✍ Sergei Levendorskiǐ 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 404 KB

Exercise regions of American options on

✍ Stephane Villeneuve 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 177 KB

The Valuation of American Options on Mul

✍ Mark Broadie; Jérôme Detemple 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 645 KB

CONVEXITY OF THE EXERCISE BOUNDARY OF TH

✍ Xinfu Chen; John Chadam; Lishang Jiang; Weian Zheng 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB

NONCONVEXITY OF THE OPTIMAL EXERCISE BOU

✍ Xinfu Chen; Huibin Cheng; John Chadam 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 639 KB

Pricing American barrier options with di

✍ Gaudenzi, Marcellino ;Zanette, Antonino 📂 Article 📅 2009 🏛 Springer ⚖ 444 KB