An explicit series approximation to the optimal exercise boundary of American put options (Q718216)
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scientific article; zbMATH DE number 5950051
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| English | An explicit series approximation to the optimal exercise boundary of American put options |
scientific article; zbMATH DE number 5950051 |
Statements
An explicit series approximation to the optimal exercise boundary of American put options (English)
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23 September 2011
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American put option
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optimal exercise boundary
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moving boundary problems
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homotopy analysis method
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0.8896632790565491
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0.8798432946205139
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0.8658807277679443
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0.8576746582984924
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