Skip to main content
placeholder image

An exact and explicit solution for the valuation of American put options

Journal Article


Abstract


Publication Date


  • 2006

Citation


  • Zhu, S. (2006). An exact and explicit solution for the valuation of American put options. Quantitative Finance, 6 (3), 229-242.

Scopus Eid


  • 2-s2.0-33744970924

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2555

Has Global Citation Frequency


Number Of Pages


  • 13

Start Page


  • 229

End Page


  • 242

Volume


  • 6

Issue


  • 3

Abstract


Publication Date


  • 2006

Citation


  • Zhu, S. (2006). An exact and explicit solution for the valuation of American put options. Quantitative Finance, 6 (3), 229-242.

Scopus Eid


  • 2-s2.0-33744970924

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2555

Has Global Citation Frequency


Number Of Pages


  • 13

Start Page


  • 229

End Page


  • 242

Volume


  • 6

Issue


  • 3