THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q2182143 |
Changed an Item |
||
Property / author | |||
Property / author: Michel H. Vellekoop / rank | |||
Normal rank |
Revision as of 12:21, 1 March 2024
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)
0 references
25 March 2011
0 references
American option
0 references
Black-Scholes model
0 references
discrete dividend
0 references
integral equation
0 references
free boundary problem
0 references
optimal stopping
0 references