Title of article :
COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
Author/Authors :
LAUKO، M. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Pages :
19
From page :
430
To page :
448
Keywords :
Option Pricing , American put option , limiting behaviour close to expiry , early exercise boundary
Journal title :
The ANZIAM Journal
Serial Year :
2009
Journal title :
The ANZIAM Journal
Record number :
650588
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=650588
