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 |
| Creators | Evans, J. D., Kuske, R. and Keller, J. B. |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 7412 |
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