An integral equation for American put options on assets with general dividend processes (Q3108380): Difference between revisions

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Revision as of 02:34, 20 March 2024

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An integral equation for American put options on assets with general dividend processes
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    An integral equation for American put options on assets with general dividend processes (English)
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    3 January 2012
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    American option
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    early exercise premium
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    dividends
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