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The early exercise of American puts

✍ Scribed by Robert Geske; Kuldeep Shastri

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The early exercise premium in American p

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THE EARLY EXERCISE PREMIUM FOR THE AMERI

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Early Exercise of Put Options on Stocks

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Put-call parities and the value of early

✍ De Roon, Frans; Veld, Chris 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 433 KB 👁 1 views

Still other put-call parities can be derived if it is assumed, for instance, that discrete dividend payments are made.

American put options with a finite set o

✍ H. Iwaki; M. Kijima; T. Yoshida 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 614 KB