Asymptotic analysis of American call options.

Alobaidi, Ghada, and Mallier, Roland. "Asymptotic analysis of American call options.." International Journal of Mathematics and Mathematical Sciences 27.3 (2001): 177-188. <http://eudml.org/doc/50264>.

@article{Alobaidi2001,
author = {Alobaidi, Ghada, Mallier, Roland},
journal = {International Journal of Mathematics and Mathematical Sciences},
keywords = {American call options; asymptotic analysis; free boundary problem; optimal exercise boundary; Black-Scholes formula},
language = {eng},
number = {3},
pages = {177-188},
publisher = {Hindawi Publishing Corporation, New York},
title = {Asymptotic analysis of American call options.},
url = {http://eudml.org/doc/50264},
volume = {27},
year = {2001},
}

TY - JOUR
AU - Alobaidi, Ghada
AU - Mallier, Roland
TI - Asymptotic analysis of American call options.
JO - International Journal of Mathematics and Mathematical Sciences
PY - 2001
PB - Hindawi Publishing Corporation, New York
VL - 27
IS - 3
SP - 177
EP - 188
LA - eng
KW - American call options; asymptotic analysis; free boundary problem; optimal exercise boundary; Black-Scholes formula
UR - http://eudml.org/doc/50264
ER -