An exact and explicit solution for the valuation of American put options
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680600699811
Reference38 articles.
1. The Pricing of Options and Corporate Liabilities
2. The Valuation of American Put Options
3. American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
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