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

Jun Cheng, Song-Ping Zhu, Shi-Jun Liao
  • Communications in Nonlinear Science and Numerical Simulation, May 2010, Elsevier
  • DOI: 10.1016/j.cnsns.2009.05.055

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http://dx.doi.org/10.1016/j.cnsns.2009.05.055

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