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

The authors haven't finished explaining this publication. If you are the author, sign in to claim or explain your work.

Read Publication

The following have contributed to this page: Professor Shijun Liao