Evaluating approximations to the optimal exercise boundary for American options.
Mallier, Roland
Journal of Applied Mathematics, Tome 2 (2002), p. 71-92 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1110757X02000268
EUDML-ID : urn:eudml:doc:50628 
@article{01780542,
     title = {Evaluating approximations to the optimal exercise boundary for American options.},
     journal = {Journal of Applied Mathematics},
     volume = {2},
     year = {2002},
     pages = {71-92},
     doi = {10.1155/S1110757X02000268},
     zbl = {1032.91627},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01780542}
}

Mallier, Roland. Evaluating approximations to the optimal exercise boundary for American options.. Journal of Applied Mathematics, Tome 2 (2002) pp. 71-92. doi : 10.1155/S1110757X02000268. http://gdmltest.u-ga.fr/item/01780542/