Work

Transformation Methods for Evaluating Approximations to the Optimal Exercise Boundary for Linear and Nonlinear Black-Scholes Equations

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1239078

Author: Daniel Sevcovic

Institution: Comenius University Bratislava

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1894632244

Cites: 55

Cited by: 19

Related to: 10