An explicit series approximation to the optimal exercise...

An explicit series approximation to the optimal exercise boundary of American put options

Jun Cheng, Song-Ping Zhu, Shi-Jun Liao
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Volume:
15
Year:
2010
Language:
english
Pages:
11
DOI:
10.1016/j.cnsns.2009.05.055
File:
PDF, 329 KB
english, 2010
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