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Chen, Wenting [Author]; Zhu, Song-Ping [Author]

On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility

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Basel: MDPI, 2022
Battauz, Anna [Author]; De Donno, Marzia [Author]; Gajda, Janusz [Author]; Sbuelz, Alessandro [Author]

Optimal exercise of American put options near maturity : a new economic perspective

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https://link.springer.com/content/pdf/10.1007/s11147-021-09180-w.pdf

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2022

Published in: Review of derivatives research ; 25(2022), 1 vom: Apr., Seite 23-46
Chen, Wenting [Author]; Zhu, Song-Ping [Author]

On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility

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https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075

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2022

Published in: Journal of risk and financial management ; 15(2022), 5 vom: Mai, Artikel-ID 189, Seite 1-19
Rama, Martin G. [Author] ; Yue Li

Private Cities : Implications for Urban Policy in Developing Countries

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http://hdl.handle.net/10986/37016

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Washington, DC: World Bank, 2022
Hall, Brian J. [Author] ; Murphy, Kevin J. [Other]

Optimal Exercise Prices for Executive Stock Options

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https://ssrn.com/abstract=235468

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[S.l.]: SSRN, [2010]

Published in: NBER Working Paper ; No. w7548
Hall, Brian J. [Author] ; Murphy, Kevin J. [Other]

Optimal Exercise Prices for Executive Stock Options

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https://ssrn.com/abstract=233230

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[S.l.]: SSRN, [2003]
Hall, Brian J. [Author] ; Murphy, Kevin J. [Other] National Bureau of Economic Research

Optimal Exercise Prices for Executive Stock Options

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http://www.nber.org/papers/w7548

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Cambridge, Mass: National Bureau of Economic Research, February 2000

Published in: NBER working paper series ; no. w7548
Hall, Brian J; Murphy, Kevin J

Optimal Exercise Prices for Executive Stock Options

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American Economic Association, 2000

Published in: American Economic Review
Hall, Brian J.; Murphy, Kevin J.

Optimal Exercise Prices For Executive Stock Options

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Elsevier BV, 2000

Published in: SSRN Electronic Journal
Hall, Brian J.; Murphy, Kevin J.

Optimal Exercise Prices for Executive Stock Options

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American Economic Association, 2000

Published in: The American Economic Review
Wu, Xiong-hua; Feng, Xiu-juan

A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS

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Institute of Computational Mathematices and Scientific/Engineering Computing(ICMSEC) Chinese Academy of Sciences, 2003

Published in: Journal of Computational Mathematics
Chen, Wenting; Zhu, Song-Ping

On the Asymptotic Behavior of the Optimal Exercise Price Near Expiry of an American Put Option under Stochastic Volatility

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MDPI AG, 2022

Published in: Journal of Risk and Financial Management

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