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A new analytical approximation formula for the optimal exercise boundary of American put options

Journal Article


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Abstract


Publication Date


  • 2006

Citation


  • Zhu, S. (2006). A new analytical approximation formula for the optimal exercise boundary of American put options. International Journal of Theoretical and Applied Finance, 9 (7), 1141-1177.

Scopus Eid


  • 2-s2.0-33751030754

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1449&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/450

Has Global Citation Frequency


Number Of Pages


  • 36

Start Page


  • 1141

End Page


  • 1177

Volume


  • 9

Issue


  • 7

Abstract


Publication Date


  • 2006

Citation


  • Zhu, S. (2006). A new analytical approximation formula for the optimal exercise boundary of American put options. International Journal of Theoretical and Applied Finance, 9 (7), 1141-1177.

Scopus Eid


  • 2-s2.0-33751030754

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1449&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/450

Has Global Citation Frequency


Number Of Pages


  • 36

Start Page


  • 1141

End Page


  • 1177

Volume


  • 9

Issue


  • 7