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The British Put Option

Applied Mathematical Finance, 2011
Abstract We present a new put option where the holder enjoys the early exercise feature of American options whereupon his payoff (deliverable immediately) is the ‘best prediction’ of the European payoff under the hypothesis that the true drift of the stock price equals a contract drift.
Goran Peskir, Farman Samee
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The American Put Option Valued Analytically

The Journal of Finance, 1984
ABSTRACTAn analytic solution to the American put problem is derived herein. The hedge ratio and other derivatives of the solution are presented. The formula derived implies an exact duplicating portfolio for the American put consisting of discount bonds and stock sold short.
Geske, Robert, Johnson, Herb E
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The Relationship Between Put and Call Option Prices

The Journal of Finance, 1969
THE GROWTH IN THE VOLUME of stock market activity and the increased sophistication of investors has brought with it greater interest and activity in the related, albeit more complicated, put and call option market. The put and call market is a kind of futures market in stocks (with important differences) which has never generated the volume of trading ...
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