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Error estimates for binomial approximations of game put options
Error estimates for binomial approximations of game put options
2012/9/13
A game or Israeli option is an American style option where both the writer and the holder have the right to terminate the contract before the expiration time. As shows the fair price for this option c...
Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends
Exercise Boundary Assets Discrete Dividends
2010/11/3
We analyze the regularity of the optimal exercise boundary for the American Put option
when the underlying asset pays a discrete dividend at a known time td during the lifetime of
the option. The ex...
Evaluation of Cotton Put Options as a Price Risk Management Tool
Cotton Options Price Risk Management Tool
2008/12/10
The commodity production sector has attempted to manage price risk through the use of futures and options contracts, but producers are faced with a limited amount of time to analyze factors necessary ...