Research

American options on assets with dividends near expiry


Reference:

Evans, J. D., Kuske, R. and Keller, J. B., 2002. American options on assets with dividends near expiry. Mathematical Finance, 12, 219--237.

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Details

Item Type Articles
CreatorsEvans, J. D., Kuske, R. and Keller, J. B.
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code7412

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