THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS |
scientific article |
Statements
THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (English)
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25 March 2011
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American option
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Black-Scholes model
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discrete dividend
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integral equation
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free boundary problem
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optimal stopping
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