✦ LIBER ✦

Tight bounds on American option prices

✍ Scribed by San-Lin Chung; Mao-Wei Hung; Jr-Yan Wang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Equilibrium pricing bounds on option pri

✍ Marie Chazal; Elyès Jouini 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 355 KB

Static arbitrage bounds on basket option

✍ Alexandre d'Aspremont; Laurent El Ghaoui 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 233 KB

Bounds on European Option Prices under S

✍ Rüdiger Frey; Carlos A. Sin 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB

Properties of American option prices

✍ Erik Ekström 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 249 KB

Tighter Option Bounds from Multiple Exer

✍ Peter J. Ryan 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 238 KB

Analytical American Option Pricing: The

✍ Alessandro Sbuelz 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 510 KB