✦ LIBER ✦

VALUATION AND OPTIMAL EXERCISE TIME FOR THE BANXICO PUT OPTION

✍ Scribed by FERNÁNDEZ, BEGOÑNA FERNÁNDEZ; BARRERA, PATRICIA SAAVEDRA

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal exercise policies for call optio

✍ Katsushige Sawaki 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 366 KB

A Mathematical Analysis of the Optimal E

✍ Chen, Xinfu; Chadam, John 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 389 KB

NONCONVEXITY OF THE OPTIMAL EXERCISE BOU

✍ Xinfu Chen; Huibin Cheng; John Chadam 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 639 KB

On the Early Exercise Boundary of the Am

✍ Ostrov, Daniel N.; Goodman, Jonathan 📂 Article 📅 2002 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 153 KB

An exact and explicit solution for the v

✍ Zhu, Song-Ping 📂 Article 📅 2006 🏛 Taylor and Francis Group 🌐 English ⚖ 233 KB

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.