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Transactions: WSEAS TRANSACTIONS ON ELECTRONICS
Transactions ID Number: 31-850
Full Name: Guangqin Li
Position: Professor
Age: ON
Sex: Male
Address: No.8, South Qian Hu Road Ningbo
Country: CHINA
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E-mail address: xinbenli@126.com
Other E-mails: gaoyibo@gmail.com
Title of the Paper: The Optimal Stopping Times of American Call Options with Dividend-paying and Placing Stocks
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Number of paper pages: 10
Abstract: American options can be exercised at any time during their lifetime. This paper addresses the optimal stopping time of several kinds of American call options.
Keywords: stopping time, American call option, martingale, equivalent martingale measure, dividend-paying and
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