Timeline for American Option Bounds with Dividend Yield
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 30, 2016 at 8:09 | answer | added | M. Jeunesse | timeline score: 2 | |
| Aug 29, 2016 at 21:53 | comment | added | Quantuple | It really depends on how tight you'd like the bounds to be. Surely you must agree that the price of an American option is greater than or equal to the price of its European counterpart. The question is does that suit you in terms of lower bound? | |
| Aug 29, 2016 at 16:44 | comment | added | user16651 | $S(\tau)$ in American option with dividend yield has asymptotic behavior, then how do you want bound for it. | |
| Aug 29, 2016 at 16:42 | comment | added | emcor | @MJ73550 It might be true but I would like a proof for that ; ) | |
| Aug 29, 2016 at 15:36 | comment | added | M. Jeunesse | your bounds are so wide that it is the same bounds | |
| Aug 29, 2016 at 15:21 | history | asked | emcor | CC BY-SA 3.0 |