CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Xinfu ; Chadam, John ; Jiang, Lishang ; Zheng, Weian |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 18.2008, 1, p. 185-197
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005023817