Skip to main content
placeholder image

A Closed-form Exact Solution for the Value of American Put and its Optimal Exercise Boundary

Conference Paper


Download full-text (Open Access)

Abstract


Publication Date


  • 2005

Citation


  • Zhu, S. (2005). A Closed-form Exact Solution for the Value of American Put and its Optimal Exercise Boundary. SPIE International Symposium (pp. 186-199). Online: SPIE.

Scopus Eid


  • 2-s2.0-28444489685

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=9903&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2567

Has Global Citation Frequency


Start Page


  • 186

End Page


  • 199

Place Of Publication


  • Online

Abstract


Publication Date


  • 2005

Citation


  • Zhu, S. (2005). A Closed-form Exact Solution for the Value of American Put and its Optimal Exercise Boundary. SPIE International Symposium (pp. 186-199). Online: SPIE.

Scopus Eid


  • 2-s2.0-28444489685

Ro Full-text Url


  • http://ro.uow.edu.au/cgi/viewcontent.cgi?article=9903&context=infopapers

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/2567

Has Global Citation Frequency


Start Page


  • 186

End Page


  • 199

Place Of Publication


  • Online