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"Area Estimation between the Early Exercise Boundaries for the American Put ..."

Naveed Ahmad et al. (2013)

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DOI: 10.1137/110845896

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - journals/siamco/AhmadSRHS13
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  - https://dblp.org/rec/journals/siamco/AhmadSRHS13
Naveed Ahmad, Muhammad Shoaib Saleem, Nasir Rehman, Sultan Hussain, Malkhaz Shashiashvili:
Area Estimation between the Early Exercise Boundaries for the American Put Option with Different Local Volatilities. SIAM J. Control. Optim. 51(3): 1988-2004 (2013)

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