THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604)
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scientific article; zbMATH DE number 5870037
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS |
scientific article; zbMATH DE number 5870037 |
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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0.92360574
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0.8944493
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0.8883565
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0.8472771
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0.8388556
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0.8384887
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0.8367401
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0.8300452
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0.8290695
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0.8284974
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