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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| Format: | article |
| Language: | eng |
| Published: |
2021
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| Online Access: | http://hdl.handle.net/10400.1/14956 |
| Country: | Portugal |
| Oai: | oai:sapientia.ualg.pt:10400.1/14956 |