Evaluating approximations to the optimal exercise boundary for American options.

Mallier, Roland

Journal of Applied Mathematics (2002)

  • Volume: 2, Issue: 2, page 71-92
  • ISSN: 1110-757X

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Mallier, Roland. "Evaluating approximations to the optimal exercise boundary for American options.." Journal of Applied Mathematics 2.2 (2002): 71-92. <http://eudml.org/doc/50628>.

@article{Mallier2002,
author = {Mallier, Roland},
journal = {Journal of Applied Mathematics},
language = {eng},
number = {2},
pages = {71-92},
publisher = {Hindawi Publishing Corporation, New York},
title = {Evaluating approximations to the optimal exercise boundary for American options.},
url = {http://eudml.org/doc/50628},
volume = {2},
year = {2002},
}

TY - JOUR
AU - Mallier, Roland
TI - Evaluating approximations to the optimal exercise boundary for American options.
JO - Journal of Applied Mathematics
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 2
IS - 2
SP - 71
EP - 92
LA - eng
UR - http://eudml.org/doc/50628
ER -

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