Work

The Valuation of American Put Options

Year: 1977

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1977.tb03284.x

Authors: Robert C. Merton, Michael J. Brennan, Eduardo S. Schwartz

Institutions: Massachusetts Institute of Technology, University of British Columbia

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2115261391

FWCI: 12.08

Cites: 9

Cited by: 503

Related to: 10