• Title of article

    The early exercise premium in American put option prices

  • Author/Authors

    Malin Engstr?m، نويسنده , , Lars Norden، نويسنده ,

  • Pages
    19
  • From page
    461
  • To page
    479
  • Keywords
    American put options , Modified control variate technique , Early exercise premium
  • Journal title
    Astroparticle Physics
  • Record number

    230754