A Quasi-Closed-Form Solution for the Valuation of American Put Options
This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on different underlying assets (stocks, currencie...
| 发表在: | International Journal of Financial Studies |
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| Main Authors: | , |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
MDPI AG
2020-10-01
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| 主题: | |
| 在线阅读: | https://www.mdpi.com/2227-7072/8/4/62 |