Far-from-expiry behavior of the American put option on a dividend-paying asset (Q3082296)
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scientific article; zbMATH DE number 5863818
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| English | Far-from-expiry behavior of the American put option on a dividend-paying asset |
scientific article; zbMATH DE number 5863818 |
Statements
Far-from-expiry behavior of the American put option on a dividend-paying asset (English)
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10 March 2011
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American put option
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dividend-paying asset
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Brownian motion
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0.8320825099945068
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0.8214632868766785
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0.8212115168571472
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0.8175846338272095
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