American options on high dividend securities : a numerical investigation
Year of publication: |
2019
|
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Authors: | Rotondi, Francesco |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 2/59, p. 1-20
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Subject: | American options | least square method | derivatives pricing | binomial tree | stochastic interest rates | quadrinomial tree | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Dividende | Dividend | Zins | Interest rate |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020059 [DOI] hdl:10419/257897 [Handle] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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