Parameter estimation approach to the free boundary for the pricing of an american call option
Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, Yonghoon KwonVolume:
51
Year:
2006
Language:
english
Pages:
8
DOI:
10.1016/j.camwa.2006.03.009
File:
PDF, 366 KB
english, 2006