Characterization of the American put option using convexity

Dejun Xie, David A. Edwards, Gilberto Schleiniger & Qinghua Zhu

Year of publication:	2011
Authors:	Xie, Dejun ; Edwards, David A. ; Schleiniger, Gilberto ; Zhu, Qinghua
Published in:	Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 3/4, p. 353-365
Subject:	Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Black-Scholes-Modell \| Black-Scholes model

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