Robust pricing of the American put option: a note on Richardson extrapolation and the early exercise premium (Q3114871)
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scientific article; zbMATH DE number 6007535
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| English | Robust pricing of the American put option: a note on Richardson extrapolation and the early exercise premium |
scientific article; zbMATH DE number 6007535 |
Statements
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium (English)
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19 February 2012
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American put option
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early exercise premium
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0.8015967607498169
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0.7621625065803528
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0.7612146735191345
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0.7609372138977051
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0.7588203549385071
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