A comparative Study of Two Analytical-Approximation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options

RIS ID

11273

Publication Details

Zhu, S. & Francis, W. (2004). A comparative Study of Two Analytical-Approximation Formulae and The Binomial Method for the Optimal Exercise Boundary of American Put Options. In H. Pan, D. Sornette & K. Kortanek (Eds.), Proceedings of the First International Workshop on Intelligent Finance (IWIF1) (pp. 242-251). Ballarat: University of Ballarat.

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