JMF> Vol.6 No.5, November 2016

Nova School of Business and Economics, Universidade Nova de Lisboa, Lisbon, Portugal
Economic and Financial Affairs Dept., Portuguese Permanent Representation to the European Union, Brussels, Belgium

 

Copyright © 2016 João Amaro de Matos, Ana Lacerda et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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de Matos, J. and Lacerda, A. (2016) Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets. Journal of Mathematical Finance, 6, 842-865. doi: 10.4236/jmf.2016.65057.

 

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