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The critical stock price for the American put option |
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| Authors: | Y. Peter Chung Herb Johnson Vassilis Polimenis |
| Affiliation: | a A. Gary Anderson Graduate School of Management, University of California, Riverside, CA 92521, United States;b Johnson Consulting, La Jolla, CA 92037-7010, United States;c Business Division, Department of Economics, School of Law and Economics, Aristotle University, Thessaloniki 54124, Greece |
| Abstract: | |
| Keywords: | American put option Critical stock price The gamma of the put |
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