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The intersection between European put price and its payoff function. (English) Zbl 1271.91104
MSC:
91G20 Derivative securities (option pricing, hedging, etc.)
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References:
[1] DOI: 10.1086/260062 · Zbl 1092.91524 · doi:10.1086/260062
[2] DOI: 10.1111/1467-9965.02008 · Zbl 1031.91047 · doi:10.1111/1467-9965.02008
[3] DOI: 10.1111/j.1467-9965.2009.00389.x · Zbl 1182.91181 · doi:10.1111/j.1467-9965.2009.00389.x
[4] DOI: 10.1007/s11147-011-9073-6 · Zbl 1256.91052 · doi:10.1007/s11147-011-9073-6
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