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"Parameter estimation approach to the free boundary for the pricing of an ..."

Chung-Ki Cho et al. (2006)

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DOI: 10.1016/J.CAMWA.2006.03.009

access: open

type: Journal Article

metadata version: 2021-02-11

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  - https://dblp.org/rec/journals/cma/ChoKKK06
Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, YongHoon Kwon:
Parameter estimation approach to the free boundary for the pricing of an american call option. Comput. Math. Appl. 51(5): 713-720 (2006)

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