Smooth upper bounds for the price function of American style options

Louis Bhim, Reiichiro Kawai

Year of publication:	February 2018
Authors:	Bhim, Louis ; Kawai, Reiichiro
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 1, p. 1-38
Subject:	American option price \| optimal stopping \| dual approach \| free boundary problem \| polynomial bounds \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Suchtheorie \| Search theory \| Mathematische Optimierung \| Mathematical programming

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