CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT...

CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA

ZHU, SONG-PING, HE, ZHI-WEI
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Volume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004615
Date:
November, 2007
File:
PDF, 328 KB
english, 2007
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