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N°16-73: Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, A. Cosma, S. Galluccio, P. Pederzoli, and O. Scaillet, 2016.

N°16-73: Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps, A. Cosma, S. Galluccio, P. Pederzoli, and O. Scaillet, 2016.

AutorO. Scaillet, A. Cosma, S. Galluccio, and P. Pederzoli
Datum16. Dez. 2016
KategorieWorking Papers
Linkhttps://papers.ssrn.com/abstract=2883202

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