"Numerical Determination of Time-Dependent Volatility for American Option ..."

Miglena N. Koleva, Lubin G. Vulkov (2023)

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DOI: 10.1007/978-3-031-56208-2_48

access: closed

type: Conference or Workshop Paper

metadata version: 2024-06-04

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Miglena N. Koleva, Lubin G. Vulkov:
Numerical Determination of Time-Dependent Volatility for American Option When the Optimal Exercise Boundary Is Known. LSSC 2023: 463-471

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