The American Put Option and Its Critical Stock Price
β Scribed by David S. Bunch; Herb Johnson
- Book ID
- 108502991
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 152 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0022-1082
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The path-dependent property of American options leads to the complexity of its pricing. Based on the analysis of American options' characteristics and the influence of the stock dividend, the American call option fuzzy pricing method is discussed in this paper. Under the assumption that the price of
## Abstract We investigate the pricing performance of eight trinomial trees and one binomial tree, which was found to be most effective in an earlier study, under 20 different implementation methodologies for pricing American put options. We conclude that the binomial tree, the Tian thirdβorder mom