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Calculating the optimal exercise boundary of American put options with an approximation formula

Conference Paper


Abstract


Publication Date


  • 2004

Citation


  • Zhu, S. (2004). Calculating the optimal exercise boundary of American put options with an approximation formula. 1st International Workshop on Intelligent Finance (pp. 380-388). Melbourne: University of Ballarat.

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2566

Start Page


  • 380

End Page


  • 388

Place Of Publication


  • Melbourne

Abstract


Publication Date


  • 2004

Citation


  • Zhu, S. (2004). Calculating the optimal exercise boundary of American put options with an approximation formula. 1st International Workshop on Intelligent Finance (pp. 380-388). Melbourne: University of Ballarat.

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2566

Start Page


  • 380

End Page


  • 388

Place Of Publication


  • Melbourne