Parameter estimation approach to the free boundary for the pricing of an american call option

✍ Scribed by Chung-Ki Cho; Sunbu Kang; Taekkeun Kim; Yonghoon Kwon

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 366 KB
• Volume: 51
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2006.03.009