Title

Calculating The Early Exercise Boundary of American Put Options with an Approximation Formula

RIS ID

22163

Publication Details

Zhu, S. & He, Z. (2007). Calculating The Early Exercise Boundary of American Put Options with an Approximation Formula. International Journal of Theoretical and Applied Finance, 10 (7), 1203-1227.

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Link to publisher version (DOI)

http://dx.doi.org/10.1142/S0219024907004615