✦ LIBER ✦

On the Early Exercise Boundary of the American Put Option

✍ Scribed by Ostrov, Daniel N.; Goodman, Jonathan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The early exercise premium in American p

✍ Malin Engström; Lars Nordén 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 108 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

Early exercise of American put options:

✍ Malin Engström; Lars Nordén; Anders Strömberg 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 225 KB

Early Exercise of Put Options on Stocks

✍ KATHRYN BARRACLOUGH; ROBERT E. WHALEY 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 666 KB

NONCONVEXITY OF THE OPTIMAL EXERCISE BOU

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

A Mathematical Analysis of the Optimal E

✍ Chen, Xinfu; Chadam, John 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 389 KB