HIGHLIGHTS
- What: The authors use the two-period binomial model to analyze the price of American options and European options decide whether to exercise early or not and compare the differences between American options and European options.
- Who: Shengye, Xu and Jiaxun, Ji from the School of International Economics and Trade, Central University of Finance and Economics, Beijing, Beijing, China have published the research work: Early Exercise of American Options in the Two-Period Binomial Model, in the : Proceedings of the 2nd International Conference on Financial Technology and Business Analysis
- How: This paper presents . . .
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