"On the Early Exercise Boundary of the American Put Option."

Daniel N. Ostrov, Jonathan Goodman (2002)

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DOI: 10.1137/S0036139900378293

access: closed

type: Journal Article

metadata version: 2020-05-20

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Daniel N. Ostrov, Jonathan Goodman:
On the Early Exercise Boundary of the American Put Option. SIAM J. Appl. Math. 62(5): 1823-1835 (2002)

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