نتایج جستجو برای: options

تعداد نتایج: 92503  

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Journal: :FEMS Immunology & Medical Microbiology 2003

2003
Malik Magdon-Ismail

We present new families of lower bounds for the price of the American put option on a dividend paying stock when the stock follows a log normal process and the option can be exercised continuously to a finite horizon . By put call parity, these bounds can be easily converted to bounds on the price of the Ameican call option on a dividend paying stock. By numerically optimizing these bounds, we ...

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