Valuing American options using multi-step rebate options
Hangsuck Lee, Hongjun Ha, Gaeun Lee, Minha Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Lee, Hangsuck ; Ha, Hongjun ; Lee, Gaeun ; Lee, Minha |
| Subject: | American option | American exchange option | Rebate option | First-hitting time | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102227 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135027