The American Put Option and Its Critical Stock Price
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference25 articles.
1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
2. American option valuation: New bounds, approximations, and a comparison of existing methods;Broadie;Review of Financial Studies,1996
3. A simple and numerically efficient valuation method for American puts using a modified Geske-Johnson approach;Bunch;Journal of Finance,1992
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