Article1977

The Valuation of American Put Options

Michael John Brennan · Eduardo S. Schwartz

443 citations0/0 files storedThe Journal of Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Capital Investment and Risk Analysis

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Michael J. Brennan, Eduardo S. Schwartz, The Valuation of American Put Options, The Journal of Finance, Vol. 32, No. 2, Papers and Proceedings of the Thirty-Fifth Annual Meeting of the American Finance Association, Atlantic City, New Jersey, September 16-18, 1976 (May, 1977), pp. 449-462

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