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Case study on a cancellable option /

Can we design and price an American option where the seller of the option i.e. your client, can also exercise early and exit the contract in order to stop her losses? If yes, then does the optimal exercise strategy for the seller depend on what the buyer is going to do?

Bibliographic Details
Main Author: L., Ramprasath (Author)
Format: eBook
Language:English
Published: London : Indian Institute of Management, Kozhikode, 2021.
Series:SAGE business cases.
Subjects:
Option (Contract) > United States > Case studies.
Options (Finance) > United States > Case stidies.
Option (Contract)
Options (Finance)
United States
Electronic books.
Case studies
Online Access:Connect to the full text of this electronic book
Description
Summary:Can we design and price an American option where the seller of the option i.e. your client, can also exercise early and exit the contract in order to stop her losses? If yes, then does the optimal exercise strategy for the seller depend on what the buyer is going to do?
Physical Description:1 online resource : illustrations.
ISBN:9781529620771
1529620775