Hints_for_an_extension_of_the_early_exercise_premium_formula_for_American_options外文翻译.pdfVIP

Hints for an extension of the early exercise premium formula for American options 4 0 0 2 p Hans-Peter Bermin a , e S Arturo Kohatsu-Higa b , and Josep Perell´o c 3 1 aProduct Development Global Financial Markets, WestLB Securities Pacific Ltd., Tokyo Branch Roppongi Hills Mori Tower 37th Floor, 10-1 Roppongi 6-chome ] r Minato-ku, Tokyo 106-6137, Japan e h bDepartment of