en
{{ search | replaceEmpty }}

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.

AuthorO. Scaillet, A. Cosma, S. Galluccio, and P. Pederzoli
Date16 Dec. 2016
CategoryWorking Papers
Linkhttps://papers.ssrn.com/abstract=2883202

Swiss Finance Institute - Geneva

University of Geneva
42, Bd du Pont d`Arve
CH-1211 Geneva 4

Phone: +41 22 379 84 71
Fax: +41 22 379 84 77
E-mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zurich

Walchestrasse 9
CH-8006 Zurich

Phone: +41 44 254 30 80
Fax: +41 44 254 30 85
E-mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
en