Early Exercise

Articles

Valuation of American Call Options

11 July 2018 Editor Comments Off on Valuation of American Call Options
The purpose of this paper is to provide an analytical solution for American call options assuming proportional dividends. Proportional dividends are more realistic for long-term options than absolute dividends and the formula does not have […]
Wilmott Inner Circle

Fast Estimation of American Bond Option Prices: Wilmott Magazine Article – Snorre Lindset, Arne-Christian Lund

23 October 2013 Editor Comments Off on Fast Estimation of American Bond Option Prices: Wilmott Magazine Article – Snorre Lindset, Arne-Christian Lund
You’ve just tried to access content that is only available to WILMOTT INNER CIRCLE members! Membership of WIC is a simple, free, upgrade to ordinary membership of wilmott.com. All we need is a bit more personal […]