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american options valuation

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One example where we make valuation using binomial model with one,two and three periods. We study if the exercising must be done early or not.

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Page 1: American options valuation
Page 2: American options valuation
Page 3: American options valuation
Page 4: American options valuation

Numerical Valuation of Euro and American Options under Kou's Jump-Diffusion Model

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VALUATION:*PACKET*3* REAL*OPTIONS,*ACQUISITION* …people.stern.nyu.edu/adamodar/pdfiles/eqnotes/packet3spr... · 2015-02-06 · VALUATION:*PACKET*3* REAL*OPTIONS,*ACQUISITION* VALUATION*AND*VALUE*

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