Add to ORKGThe aim of this paper is to price an American style option when there is uncertainty on the volatility of the underlying asset. An option contract can be either European or American style depending on whether the exercise is possible only at or also before the expiry date. A European option gives th
American options are the most commonly traded financial derivatives in the market. Pricing these opt...
We suggest a modification of an American option such that the option holder can exercise the option ...
An American option give an investor the right but not the obligation to buy a call or sell a put at ...
The aim f this paper is to price an American style option when there is uncertainty on the underlyin...
The aim of this paper is to price an American option in a multiperiod binomial model,when there is u...
An American option give an investor the right but not the obligation to buy a call or sell a put at ...
AbstractThe aim of this paper is to price an American option in a multiperiod binomial model, when t...
American-style options are contracts traded on financial markets. These are derivatives of some unde...
With regard to a particular derivatives instruments, the famous Black-Scholes model development on 1...
Tese de mestrado em Matemática Financeira, apresentada à Universidade de Lisboa, através da Faculdad...
A nonparametric method is introduced to accurately price American-style contingent claims. This meth...
The virtue of an American option is that it can be exercised at any time. This right is particularly...
This paper discusses the martingale approach for pricing American-type options without an expiry dat...
University of Technology Sydney. Faculty of Business.The American option pricing problem lies on the...
We suggest a modification of an American option such that the option holder can exercise the option...
American options are the most commonly traded financial derivatives in the market. Pricing these opt...
We suggest a modification of an American option such that the option holder can exercise the option ...
An American option give an investor the right but not the obligation to buy a call or sell a put at ...
The aim f this paper is to price an American style option when there is uncertainty on the underlyin...
The aim of this paper is to price an American option in a multiperiod binomial model,when there is u...
An American option give an investor the right but not the obligation to buy a call or sell a put at ...
AbstractThe aim of this paper is to price an American option in a multiperiod binomial model, when t...
American-style options are contracts traded on financial markets. These are derivatives of some unde...
With regard to a particular derivatives instruments, the famous Black-Scholes model development on 1...
Tese de mestrado em Matemática Financeira, apresentada à Universidade de Lisboa, através da Faculdad...
A nonparametric method is introduced to accurately price American-style contingent claims. This meth...
The virtue of an American option is that it can be exercised at any time. This right is particularly...
This paper discusses the martingale approach for pricing American-type options without an expiry dat...
University of Technology Sydney. Faculty of Business.The American option pricing problem lies on the...
We suggest a modification of an American option such that the option holder can exercise the option...
American options are the most commonly traded financial derivatives in the market. Pricing these opt...
We suggest a modification of an American option such that the option holder can exercise the option ...
An American option give an investor the right but not the obligation to buy a call or sell a put at ...