✦ LIBER ✦

THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS

✍ Scribed by O. E. Göttsche; M. H. Vellekoop

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

Regularity of the Exercise Boundary for

✍ Jourdain, B.; Vellekoop, M. H. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 392 KB

The early exercise of American puts

✍ Robert Geske; Kuldeep Shastri 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 823 KB

Regularity of the American Put option in

✍ M. Jeunesse; B. Jourdain 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 424 KB

THE EARLY EXERCISE PREMIUM REPRESENTATIO

✍ Marek Rutkowski 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 577 KB

Hints for an extension of the early exer

✍ Hans-Peter Bermin; Arturo Kohatsu-Higa; Josep Perelló 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 278 KB