✦ LIBER ✦

The valuation of American options on bonds

✍ Scribed by T.S. Ho; Richard C. Stapleton; Marti G. Subrahmanyam

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The valuation of options on coupon bonds

✍ Francis A. Longstaff 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 1007 KB

The Valuation of American Options on Mul

✍ Mark Broadie; Jérôme Detemple 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 645 KB

Monte Carlo valuation of American option

✍ L. C. G. Rogers 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

Analytical Valuation of American Options

✍ Chandrasekhar Reddy Gukhal 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 147 KB

Pricing American Put Options on Defaulta

✍ Yoshifumi Muroi 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 155 KB

On the valuation of American call option

✍ Robert E. Whaley 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 262 KB