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An explicit series approximation to the optimal exercise boundary of American put options

Journal Article


Abstract


Publication Date


  • 2010

Citation


  • 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.

Scopus Eid


  • 2-s2.0-70449097487

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/3310

Has Global Citation Frequency


Number Of Pages


  • 10

Start Page


  • 1148

End Page


  • 1158

Volume


  • 15

Issue


  • 5

Abstract


Publication Date


  • 2010

Citation


  • 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.

Scopus Eid


  • 2-s2.0-70449097487

Ro Metadata Url


  • http://ro.uow.edu.au/infopapers/3310

Has Global Citation Frequency


Number Of Pages


  • 10

Start Page


  • 1148

End Page


  • 1158

Volume


  • 15

Issue


  • 5