Asymptotic analysis of American call options.
Alobaidi, Ghada ; Mallier, Roland
International Journal of Mathematics and Mathematical Sciences, Tome 25 (2001), p. 177-188 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
DOI : https://doi.org/10.1155/S0161171201005701
EUDML-ID : urn:eudml:doc:50264 
@article{01751238,
     title = {Asymptotic analysis of American call options.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {25},
     year = {2001},
     pages = {177-188},
     doi = {10.1155/S0161171201005701},
     zbl = {1018.91020},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01751238}
}

Alobaidi, Ghada; Mallier, Roland. Asymptotic analysis of American call options.. International Journal of Mathematics and Mathematical Sciences, Tome 25 (2001) pp. 177-188. doi : 10.1155/S0161171201005701. http://gdmltest.u-ga.fr/item/01751238/