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

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.

Digital Object Identifier (doi)

• 10.1016/j.cnsns.2009.05.055

Scopus Eid

• 2-s2.0-70449097487

Ro Metadata Url

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

Has Global Citation Frequency

• 25 (sourced from Scopus)

Number Of Pages

• 10

Start Page

• 1148

End Page

• 1158

Volume

• 15

Issue

• 5

Abstract

Authors

•   Chen, Jun
•   Zhu , Song-Ping
•   Liao, Shi-Jun (external author)

Publication Date

• 2010

Has Subject Area

• 010205 - FINANCIAL MATHEMATICS

Published In

• Communications in Nonlinear Science and Numerical Simulation  Journal

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.

Digital Object Identifier (doi)

• 10.1016/j.cnsns.2009.05.055

Scopus Eid

• 2-s2.0-70449097487

Ro Metadata Url

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

Has Global Citation Frequency

• 25 (sourced from Scopus)

Number Of Pages

• 10

Start Page

• 1148

End Page

• 1158

Volume

• 15

Issue

• 5