Optimal stopping and American options with discrete dividends and exogenous risk (Q704408)
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scientific article; zbMATH DE number 2127225
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| default for all languages | No label defined |
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| English | Optimal stopping and American options with discrete dividends and exogenous risk |
scientific article; zbMATH DE number 2127225 |
Statements
Optimal stopping and American options with discrete dividends and exogenous risk (English)
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13 January 2005
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No arbitrage evaluation
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American options
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Discrete dividends
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Restrictions on exercise dates
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Optimal stopping
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0.8216516375541687
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0.8207593560218811
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0.8168684840202332
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0.8039527535438538
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