Valuing American Style Options

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Valuing American Style Options - Papadopoulos, Efthymios

The fact that the American-style options can be exercised at any time its holder thinks as the more convenient, reflects the aspects of our problem: the valuation strategy of the American options, taking into account that they are worth at least as their European counterparties, due to the "early exercise" feature that is embedded in the American ...

Valuing American Style Options 2009, VDM Verlag, Saarbrucken

ISBN-13: 9783639223514

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