haku: @indexterm Hedging / yhteensä: 349
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| Tekijä: | Kallast, S. Kivinukk, A. |
| Otsikko: | Pricing and hedging American options using approximations by Kim integral equations |
| Lehti: | European Finance Review
2003 : VOL. 7:3, p. 361-383 |
| Asiasana: | Option prices Hedging Financial theory |
| Kieli: | eng |
| Tiivistelmä: | 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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