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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.

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

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