SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT?
From MaRDI portal
Publication:3225029
DOI10.1142/S0219024911006851zbMath1233.91292MaRDI QIDQ3225029
Publication date: 13 March 2012
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
91G20: Derivative securities (option pricing, hedging, etc.)
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