Liao, S., Cheng, J. & Zhu, S. (2010). An explicit series approximation to the optimal exercise boundary of American put options. Communications in Nonlinear Science and Numerical Simulation, 15 (5), 1148-1158.
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Publication Details
Liao, S., Cheng, J. & Zhu, S. (2010). An explicit series approximation to the optimal exercise boundary of American put options. Communications in Nonlinear Science and Numerical Simulation, 15 (5), 1148-1158.