Pricing an American option by approximating its early exercise boundary as a multipiece exponential function

Review of Financial Studies

Volumn 11, Issue 3, 1998, Pages 627-646

  Ju, Nengjiu ^a  

^a UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032349287     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/11.3.627     Document Type: Article

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