A Summary on Pricing American Call Options Under the Assumption of a Lognormal Framework in the Korn-Rogers Model
Bulletin of the Malaysian Mathematical Society, Tome 35 (2012) no. 2A
Voir la notice de l'article provenant de la source Bulletin of the Malaysian Mathematical Sciences Society website
In accordance with a variety of option pricing models and the economic approach of the dividend discount model, Korn and Rogers [Stocks paying discrete dividends: modelling and option pricing, Journal of Derivatives 13 (
Classification :
60G44, 60H30.
Susanne Kruse; Marlene Müller. A Summary on Pricing American Call Options Under the Assumption of a Lognormal Framework in the Korn-Rogers Model. Bulletin of the Malaysian Mathematical Society, Tome 35 (2012) no. 2A. http://geodesic.mathdoc.fr/item/BMMS_2012_35_2A_a12/
@article{BMMS_2012_35_2A_a12,
author = {Susanne Kruse and Marlene M\"uller},
title = {A {Summary} on {Pricing} {American} {Call} {Options} {Under} the {Assumption} of a {Lognormal} {Framework} in the {Korn-Rogers} {Model}},
journal = {Bulletin of the Malaysian Mathematical Society},
year = {2012},
volume = {35},
number = {2A},
url = {http://geodesic.mathdoc.fr/item/BMMS_2012_35_2A_a12/}
}
TY - JOUR AU - Susanne Kruse AU - Marlene Müller TI - A Summary on Pricing American Call Options Under the Assumption of a Lognormal Framework in the Korn-Rogers Model JO - Bulletin of the Malaysian Mathematical Society PY - 2012 VL - 35 IS - 2A UR - http://geodesic.mathdoc.fr/item/BMMS_2012_35_2A_a12/ ID - BMMS_2012_35_2A_a12 ER -
%0 Journal Article %A Susanne Kruse %A Marlene Müller %T A Summary on Pricing American Call Options Under the Assumption of a Lognormal Framework in the Korn-Rogers Model %J Bulletin of the Malaysian Mathematical Society %D 2012 %V 35 %N 2A %U http://geodesic.mathdoc.fr/item/BMMS_2012_35_2A_a12/ %F BMMS_2012_35_2A_a12