Author:
Evans J. D.,Kuske R.,Keller Joseph B.
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference15 articles.
1. CRITICAL STOCK PRICE NEAR EXPIRATION
2. X. Chen, J. Chadam, and R. Stamicar (): The Optimal Early Exercise Boundary for American Put Options: Analytic and Numerical Approximations . Preprint.
3. J. Goodman, and D. N. Ostrov (): On the Early Exercise Boundary of the American Put Option , Preprint.
4. Applied mathematics and finance
Cited by
96 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献