British put option on stocks under stochastic interest rate
The British option was first introduced by G. Peskir and F. Samee (2011). In a British option, the holder can enjoy the early exercise feature of American option whereupon his payoff is the ’best prediction’ of the European payoff given all the information up to the exercise date under the hypothesi...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Published: |
Archīum Ateneo
2017
|
| Subjects: | |
| Online Access: | https://archium.ateneo.edu/mathematics-faculty-pubs/66 https://content.iospress.com/articles/model-assisted-statistics-and-applications/mas412 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Ateneo De Manila University |