American Options with Stochastic Dividends and Volatility

Author	:
Publisher	:
Total Pages	: 0
Release	: 1996
ISBN-10	: OCLC:36841609
ISBN-13	:
Rating	: 4/5 (09 Downloads)

DOWNLOAD EBOOK

Book Synopsis American Options with Stochastic Dividends and Volatility by :

Download or read book American Options with Stochastic Dividends and Volatility written by and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Options with Stochastic Dividends and Volatility Related Books

Language: en
Pages: 0

American Options with Stochastic Dividends and Volatility

Authors:

Categories: Dividends

Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages:

American Options with Stochastic Dividends and Volatility

Authors: Mark Broadie

Categories:

Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

In this paper, we consider American option contracts when the underlying asset has stochastic dividends and stochastic volatility. We provide a full discussion

Language: en
Pages: 43

American Options with Stochastic Dividends and Volatility : a Nonparametric Investigation

Authors: CIRANO.

Categories:

Type: BOOK - Published: 1996 - Publisher: Montréal : CIRANO

DOWNLOAD EBOOK

Language: en
Pages: 30

American Options Under Stochastic Volatility

Authors: Arun Chockalingam

Categories:

Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world d

Language: en
Pages:

American Option Pricing Under Stochastic Volatility

Authors: Manisha Goswami

Categories:

Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

The approximate method to price American options makes use of the fact that accurate pricing of these options does not require exact determination of the early