Testing and Mapping an Empirical Exercise Boundary for the American Put Option
JM Pimbley - Journal of Derivatives, 2021 - search.proquest.com
Recently published research has identified an empirical approximation to the free exercise
boundary of an American equity put option. This article examines the accuracy of this simple …
boundary of an American equity put option. This article examines the accuracy of this simple …
What Makes an Exchange a Unique Institution? A Response to Ian Domowitz
RA Schwartz, JA Byrne, AM Brooks - The Journal of Trading, 2014 - pm-research.com
In Testing and Mapping an Empirical Exercise Boundary for the American Put Option, from
the Fall 2021 issue of The Journal of Derivatives, Joe Pimbley of Maxwell Consulting tests a …
the Fall 2021 issue of The Journal of Derivatives, Joe Pimbley of Maxwell Consulting tests a …
[CITATION][C] Practical Applications of Testing and Mapping an Empirical Exercise Boundary for the American Put Option
JM Pimbley - Practical Applications, 2022 - Institutional Investor Journals …