An integral equation for American put options on assets with general dividend processes (Q3108380)
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scientific article; zbMATH DE number 5994077
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| default for all languages | No label defined |
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| English | An integral equation for American put options on assets with general dividend processes |
scientific article; zbMATH DE number 5994077 |
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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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0.8430854082107544
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0.84034663438797
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0.8344898223876953
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0.8323621153831482
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