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View Model Detail:

Reference Number : 14
Model Name : American Stock Option Model
Classification # : 70301
Level : basic
Version Number : V3
Author : Hanyang Financial Engineering Lab.
Author Affiliation: Hanyang University
Author Email Address:
Financial Model Class : exotic options: Bellman's optimization, the filtration model, and the n-factor model
Issuer/Modeler : corporations
File Type: options with the early exercise feature (American) and the Bellman optimization
Risk Sources: stock price
Risk Distribution : lognormal
Economic Assumption : perfect capital market
Description : numerical example, exercises, and further exercises for "Securities Valuation"


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