In this paper, we present a new method for calculating the limit of early exercise boundary at expiry. We price American style of general derivative using a formula expressed as a sum of the value of European style of derivative and so called American premium. We use the latter expression to...

In this paper we generalize and analyze the model for pricing American-style Asian options due to Hansen and Jorgensen by including a continuous dividend rate q and a general method of averaging of the floating strike. We focus on the qualitative and quantitative analysis of the early exercise...

In this paper we generalize and analyze the model for pricing American-style Asian options due to (Hansen and Jorgensen 2000) by including a continuous dividend rate $q$ and a general method of averaging of the floating strike. We focus on the qualitative and quantitative analysis of the early...

In this article, we generalize and analyse the model for pricing American-style Asian options proposed by Hansen and Jørgensen (2000) by including a continuous dividend rate q and a general method of averaging the floating strike. We focus on the qualitative and quantitative analysis of the...