Critical Price near Maturity for an American Option on a Dividend-Paying Stock

Lamberton, D. and Villeneuve, Stéphane (2003) Critical Price near Maturity for an American Option on a Dividend-Paying Stock. Annals of Applied Probability, 13. pp. 800-815.

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Official URL: http://tse-fr.eu/pub/24724
Item Type: Article
Language: English
Date: 2003
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSM Research (Toulouse), TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 06:04
Last Modified: 07 Mar 2018 13:22
OAI ID: oai:tse-fr.eu:24724
URI: http://publications.ut-capitole.fr/id/eprint/3596

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