CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA
ZHU, SONG-PING, HE, ZHI-WEIVolume:
10
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024907004615
Date:
November, 2007
File:
PDF, 328 KB
english, 2007