✦ LIBER ✦

The critical stock price for the American put option

✍ Scribed by Y. Peter Chung; Herb Johnson; Vassilis Polimenis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The American Put Option and Its Critical

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

The critical price for the American put

✍ Damien Lamberton; Mohammed Mikou 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 443 KB

Analytical approximations for the critic

✍ Minqiang Li 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 311 KB

Computational Methods for Pricing Americ

✍ Y. J. Liu; G. Yin; Q. Zhang 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 213 KB

The early exercise premium in American p

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

Pricing the American put option: A detai

✍ Dietmar P.J. Leisen 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 414 KB