Average strike put option

Average strike put option

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Analysis and Critique of the Average Strike Put Option Marketability Discount Model by Stillian Ghaidarov :: SSRN

I investigate the source of the inconsistency and propose an adjusted closed-form formula for the price of the arithmetic average strike put option and the associated marketability discount. The adjusted formula is within the established lower and upper bounds, and agrees with numerical simulation results.

average strike put option

Ghaidarov, Stillian, Analysis and Critique of the Average Strike Put Option Marketability Discount Model September 24, Subscribe to this fee journal for more curated articles on this topic. The Cost of Illiquidity for Private Equity Investments.

Firm Value and Marketability Discounts. By Mukesh BajajDavid DenisCookies are used by this site.

Average Strike Option

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average strike put option

Stillian Ghaidarov Houlihan Lokey. Stillian Ghaidarov Contact Author Houlihan Lokey email Los Angeles, CA United States HOME PAGE: Download this Paper Open PDF in Browser.

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Average Strike Option

Recommended Papers The Cost of Illiquidity for Private Equity Investments By Stillian Ghaidarov Firm Value and Marketability Discounts By Mukesh BajajDavid DenisEastern, Monday - Friday. Submit a Paper Section Text Only Pages.

average strike put option

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