✦ LIBER ✦

The American Put Option Valued Analytically

✍ Scribed by Robert Geske and H. E. Johnson

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Efficient Analytic Approximation of Amer

✍ Giovanni Barone-Adesi and Robert E. Whaley 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 507 KB

The critical stock price for the America

✍ Y. Peter Chung; Herb Johnson; Vassilis Polimenis 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 192 KB

On the analytical/numerical pricing of A

✍ Joshi, Mark; Staunton, Mike 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 192 KB

The early exercise premium in American p

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

The American Put Option and Its Critical

✍ David S. Bunch; Herb Johnson 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB

On the Early Exercise Boundary of the Am

✍ Ostrov, Daniel N.; Goodman, Jonathan 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 153 KB