On the optimal exercise boundary for an American put option

Journal of Applied Mathematics

Volumn 1, Issue 1, 2001, Pages 39-45

  Alobaidi, Ghada ^a   Mallier, Roland ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 7444248056     PISSN: 1110757X     EISSN: 16870042     Source Type: Journal    
DOI: 10.1155/S1110757X01000018     Document Type: Article

References (8)

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8. P. Wilmott Derivatives the Theory and Practice of Financial Engineering Wiley Chichester 1998.