OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY

The ANZIAM Journal 2009 / 10 Vol. 51; Iss. 2

OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY

CHEN, WEN-TING, ZHU, SONG-PING
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Volume:
51
Language:
english
Journal:
The ANZIAM Journal
DOI:
10.1017/S1446181110000052
Date:
October, 2009
File:
PDF, 166 KB
english, 2009
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