Timeline for Early Exercise of American Options on dividend-stock
Current License: CC BY-SA 4.0
6 events
when toggle format | what | by | license | comment | |
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May 4, 2021 at 18:00 | history | tweeted | twitter.com/StackQuant/status/1389641041293238287 | ||
May 4, 2021 at 16:12 | vote | accept | Turtle203 | ||
Apr 30, 2021 at 10:20 | answer | added | AKdemy | timeline score: 1 | |
Apr 27, 2021 at 2:36 | comment | added | Turtle203 | The book says the last equation implies it cannot be optimal to exercise an American option with dividend stock, which contradicts what we prove | |
Apr 26, 2021 at 22:38 | comment | added | Daneel Olivaw | Do you mean “cannot be optimal” or “is optimal”? | |
Apr 26, 2021 at 15:46 | history | asked | Turtle203 | CC BY-SA 4.0 |