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Optimal exercise price of American options near expiry

Journal Article


Download full-text (Open Access)

Abstract


Publication Date


  • 2009

Citation


  • Chen, W. & Zhu, S. (2009). Optimal exercise price of American options near expiry. ANZAIM Journal, 51 (51), 145-161.

Scopus Eid


  • 2-s2.0-77955788596

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=9923&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2587

Number Of Pages


  • 16

Start Page


  • 145

End Page


  • 161

Volume


  • 51

Issue


  • 51

Abstract


Publication Date


  • 2009

Citation


  • Chen, W. & Zhu, S. (2009). Optimal exercise price of American options near expiry. ANZAIM Journal, 51 (51), 145-161.

Scopus Eid


  • 2-s2.0-77955788596

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=9923&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2587

Number Of Pages


  • 16

Start Page


  • 145

End Page


  • 161

Volume


  • 51

Issue


  • 51