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| Author: | Kallast, S. Kivinukk, A. |
| Title: | Pricing and hedging American options using approximations by Kim integral equations |
| Journal: | European Finance Review
2003 : VOL. 7:3, p. 361-383 |
| Index terms: | Option prices Hedging Financial theory |
| Language: | eng |
| Abstract: | The authors present an approximation method for pricing and hedging American options written on a dividend-paying asset. The method is based on Kim equations (Rev. of Fin. Stud. 1990). |
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