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Optimal exercise of American put options near maturity: A new economic perspective

Crossref DOI link: https://doi.org/10.1007/s11147-021-09180-w

Published Online: 2021-06-28

Published Print: 2022-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Battauz, Anna https://orcid.org/0000-0002-4321-4522
De Donno, Marzia https://orcid.org/0000-0003-0188-4437
Gajda, Janusz https://orcid.org/0000-0001-5755-6219
Sbuelz, Alessandro https://orcid.org/0000-0002-8602-3603
Funding

Funding for this research was provided by:

Università Commerciale Luigi Bocconi
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Article History

Accepted: 10 June 2021

First Online: 28 June 2021