Amanote Research

Amanote Research

    RegisterSign In

American Options: Symmetry Properties

doi 10.1017/cbo9780511569708.004
Full Text
Open PDF
Abstract

Available in full text

Date

Unknown

Authors
J. Detemple
Publisher

Cambridge University Press


Related search

American Parisian Options

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2006English

Worst-Case Scenarios for American Options

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2000English

Pricing American-Style Options by Simulation

Financial Markets and Portfolio Management
2005English

American Options. Pricing and Volatily Calibration.

2006English

Hedging of American Options Under Transaction Costs

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2008English

Martingale Approach to Pricing Perpetual American Options

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
1994English

Model Uncertainty and the Pricing of American Options

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2016English

A Memory Reduction Method in Pricing American Options

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2004English

Volatility and Dividend Risk in Perpetual American Options

SSRN Electronic Journal
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy