WU Xiong-tao
Abstract
This paper focuses on the pricing of American put option contributing to bank interest rate,return rate,dividend yield and volatility under stochastic variable.Using Fouriser,the formular of value in American put option is obtained.It gives the formula of American put option pricing with transaction costs.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
This paper focuses on the pricing of American put option contributing to bank interest rate,return rate,dividend yield and volatility under stochastic variable.Using Fouriser,the formular of value in American put option is obtained.It gives the formula of American put option pricing with transaction costs.
Key concepts: Valuation of options, Stochastic volatility, Dividend yield, Economics, Call option, Financial economics, Interest rate, Dividend