On the Early Exercise Boundary of the American Put Option
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/S0036139900378293
Reference4 articles.
1. CRITICAL STOCK PRICE NEAR EXPIRATION
2. A Note on a Moving Boundary Problem Arising in the American Put Option
3. Optimal exercise boundary for an American put option
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