We thank Kaushik Amin, Giovanni Barone-Adesi, Warren Bailey, Darrell Duffie, Robert Elliott, Leslie Greengard, David Heath, Steve Heston, Farshid Jamshidian, Ioannis Karatzas, Damien Lamberton, Larry Merville, Stephen Ross, David Shimko, Chester Spatt, John Strain, Ravi Viswanathan, and the participants of workshops at Vanderbilt University and Cornell University. the first two authors are grateful for financial support from Banker's Trust. We are particularly grateful to Henry McKean for many valuable discussions.
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
Version of Record online: 6 DEC 2006
Volume 2, Issue 2, pages 87–106, April 1992
How to Cite
Carr, P., Jarrow, R. and Myneni, R. (1992), ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS. Mathematical Finance, 2: 87–106. doi: 10.1111/j.1467-9965.1992.tb00040.x
- Issue online: 6 DEC 2006
- Version of Record online: 6 DEC 2006
- August 1990 February 1992
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