Pricing American Options - an Important Fundamental Research in ...
Pricing American Options - an Important Fundamental Research in ...
Pricing American Options - an Important Fundamental Research in ...
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Examples <strong>an</strong>d Discussion<br />
1 x 10−5<br />
0<br />
−1<br />
Dimensionless V n<br />
value<br />
|<br />
−2<br />
−3<br />
−4<br />
n=24<br />
n=25<br />
n=26<br />
n=27<br />
n=28<br />
n=29<br />
−5<br />
−6<br />
−7<br />
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1<br />
Logarithm of the dimensionless stock price<br />
Dimensionless option prices with six different total summation<br />
numbers <strong>in</strong>IWIF-II Example 1www.sw<strong>in</strong>gtum.com/<strong>in</strong>stitute/IWIF PPT 58/68<br />
Song-P<strong>in</strong>g Zhu, SMAS, April 26, 2007 0-57