A second-order Nyström-type discretization for the early-exercise curve of American put options
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Publication:3636734
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Cites work
- scientific article; zbMATH DE number 1051049 (Why is no real title available?)
- ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
- American options on assets with dividends near expiry
- CRITICAL STOCK PRICE NEAR EXPIRATION
- On optimal stopping and free boundary problems
- On the Early Exercise Boundary of the American Put Option
- Optimal Stopping and the American Put
- Optimal exercise boundary for an American put option
- Tools for computational finance.
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