American Put Options

1st Edition

Donna Salopek

Chapman and Hall/CRC
Published March 15, 1997
Reference - 128 Pages
ISBN 9780582315945 - CAT# LM1594
Series: Monographs and Surveys in Pure and Applied Mathematics

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Summary

An American put option gives its owner the right to sell a share of stock at a given specified price on or before a given date. This book provides a detailed comparison of recent works on the American put option from both theoretical and computational approaches.