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...
| Published in: | International Journal of Financial Studies |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-10-01
|
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7072/8/4/62 |