An Alternative Formula to Price American Options
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More about this item
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2009-09-05 (Corporate Finance)
- NEP-RMG-2009-09-05 (Risk Management)
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