American options on assets with dividends near expiry (Q4795994)
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scientific article; zbMATH DE number 1874573
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | American options on assets with dividends near expiry |
scientific article; zbMATH DE number 1874573 |
Statements
American options on assets with dividends near expiry (English)
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13 March 2003
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exercise boundary
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American put
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American option
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free boundary
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0.8770410418510437
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0.8389214277267456
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0.8344898223876953
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