Critical price near maturity for an American option on a dividend-paying stock

By Damien Lamberton, Stéphane Villeneuve. 2003

56 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/48aee9f803210e4f2c27ba546e05b3b53412b6a4