On the optimal exercise boundary for an American put option.
Alobaidi, Ghada; Mallier, Roland
Journal of Applied Mathematics (2001)
- Volume: 1, Issue: 1, page 39-45
- ISSN: 1110-757X
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topAlobaidi, Ghada, and Mallier, Roland. "On the optimal exercise boundary for an American put option.." Journal of Applied Mathematics 1.1 (2001): 39-45. <http://eudml.org/doc/48999>.
@article{Alobaidi2001,
author = {Alobaidi, Ghada, Mallier, Roland},
journal = {Journal of Applied Mathematics},
keywords = {American options; free boundary},
language = {eng},
number = {1},
pages = {39-45},
publisher = {Hindawi Publishing Corporation, New York},
title = {On the optimal exercise boundary for an American put option.},
url = {http://eudml.org/doc/48999},
volume = {1},
year = {2001},
}
TY - JOUR
AU - Alobaidi, Ghada
AU - Mallier, Roland
TI - On the optimal exercise boundary for an American put option.
JO - Journal of Applied Mathematics
PY - 2001
PB - Hindawi Publishing Corporation, New York
VL - 1
IS - 1
SP - 39
EP - 45
LA - eng
KW - American options; free boundary
UR - http://eudml.org/doc/48999
ER -
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