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Search options not deleted user 1431

A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.

4 votes

When is it rational to exercise a bond option early?

American put options were among the biggest open problems in finance until people learned how to treat them as free boundary problems. … I've never thought about American put options on interest rate futures specifically, but a Google search for "American put free boundary problem" yields some reasonable starting points, and an arxiv.org …
Jeff Burdges's user avatar
5 votes

What changes to put-call parity are necessary when evaluating american options on non-divide...

There is an interesting article entitled American Put Call Symmetry from the mid 90s that might be what you want.
Jeff Burdges's user avatar