A Quasi-Closed-Form Solution for the Valuation of American Put Options
This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on different underlying assets (stocks, currencie...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2020-10-01
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| coleção: | International Journal of Financial Studies |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2227-7072/8/4/62 |
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