An exact and explicit solution for the valuation of American put options
Year of publication: |
2006
|
---|---|
Authors: | Zhu, Song-Ping |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 6.2006, 3, p. 229-242
|
Publisher: |
Taylor & Francis Journals |
Subject: | American put options | Series-expansion analytical solution | Homotopy-analysis method |
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