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- W2361264445 abstract "The problem of an American option pricing is considered in the financial market model of discrete time. Under the conditions of stock price submitting to the exponential hypothesis, we obtain an upper bound of the value of the American option on this stock price by using the martingale method of option pricing. The upper bound is irrelative to the time selected by the holder, and hence it can give the option writer an estimation to assets his average loss." @default.
- W2361264445 created "2016-06-24" @default.
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- W2361264445 date "2003-01-01" @default.
- W2361264445 modified "2023-09-25" @default.
- W2361264445 title "American option pricing of a special model" @default.
- W2361264445 hasPublicationYear "2003" @default.
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