 | Graciela Chichilnisky - 128 páginas
...A New Decomposition into Intrinsic and Time Value The Review of Financial Studies 3, 469-492. [14] Carr, P., Jarrow, R. and Myneni, R. [1992] Alternative Characterizations of American Put Options Mathematical Finance 2, 87-106. [15] Chesney, M., Elliott, RJ and Gibson, R. [1993] Analytical Solutions... | |
 | Ching-Zong Wei, Hwai-Chung Ho, Ching-Kang Ing, T. L. Lai - 2006 - 314 páginas
...trappings for the years 1821-1934, and a new analysis. J. Roy. Statist. Soc. Ser. A 140 411-431. [7] CARR, P., JARROW, R. AND MYNENI, R. (1992). Alternative characterizations of American put options. Math. Finance 2 87-106. [8] CHEN, H. (1988). Convergence rates for parametric components in a partly linear... | |
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Carr, P., Jarrow, R. and Myneni, R. [1992] Alternative Characterizations of American Put Options Mathematical Finance 2, 87-106. 