Work

Analytical Upper Bounds for American Option Prices

Year: 2002

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/3594997

Authors: Ren-Raw Chen, Shih-Kuo Yeh

Institutions: Rutgers, The State University of New Jersey, National Kaohsiung First University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2170224749

FWCI: 1.642

Cites: 27

Cited by: 22

Related to: 10