Title

An explicit series approximation to the optimal exercise boundary of American put options

RIS ID

31624

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.

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Link to publisher version (DOI)

http://dx.doi.org/10.1016/j.cnsns.2009.05.055