Optimal exercise of American put options near maturity: a new economic perspective (Q2165385)
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scientific article; zbMATH DE number 7573534
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal exercise of American put options near maturity: a new economic perspective |
scientific article; zbMATH DE number 7573534 |
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Optimal exercise of American put options near maturity: a new economic perspective (English)
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19 August 2022
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American options
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valuation
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optimal exercise
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critical price
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European options
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0.8339741826057434
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0.8320906758308411
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0.8215770721435547
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0.8184463381767273
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