Chen, J., Zhu, S. & Liao, S. (2010). An explicit series approximation to the optimal exercise boundary of American put options. Communications in Nonlinear Science and Numerical Simulation, 15 (5), 1148-1158.
Chen, J., Zhu, S. & Liao, S. (2010). An explicit series approximation to the optimal exercise boundary of American put options. Communications in Nonlinear Science and Numerical Simulation, 15 (5), 1148-1158.