The American put option close to expiry.
Acta Mathematica Universitatis Comenianae. New Series (2004)
- Volume: 73, Issue: 2, page 161-174
- ISSN: 0862-9544
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topMallier, R., and Alobaidi, G.. "The American put option close to expiry.." Acta Mathematica Universitatis Comenianae. New Series 73.2 (2004): 161-174. <http://eudml.org/doc/127076>.
@article{Mallier2004,
author = {Mallier, R., Alobaidi, G.},
journal = {Acta Mathematica Universitatis Comenianae. New Series},
keywords = {American options; asymptotics; free boundary; equity securities},
language = {eng},
number = {2},
pages = {161-174},
publisher = {Comenius University Press},
title = {The American put option close to expiry.},
url = {http://eudml.org/doc/127076},
volume = {73},
year = {2004},
}
TY - JOUR
AU - Mallier, R.
AU - Alobaidi, G.
TI - The American put option close to expiry.
JO - Acta Mathematica Universitatis Comenianae. New Series
PY - 2004
PB - Comenius University Press
VL - 73
IS - 2
SP - 161
EP - 174
LA - eng
KW - American options; asymptotics; free boundary; equity securities
UR - http://eudml.org/doc/127076
ER -
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