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...

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Bibliographic Details
Published in:	International Journal of Financial Studies
Main Authors:	Cristina Viegas, José Azevedo-Pereira
Format:	Article
Language:	English
Published:	MDPI AG 2020-10-01
Subjects:	option valuation American put option quasi-closed-form solution
Online Access:	https://www.mdpi.com/2227-7072/8/4/62

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