Work

On the Early Exercise Boundary of the American Put Option

Year: 2002

Type: article

Source: SIAM Journal on Applied Mathematics

DOI: 10.1137/s0036139900378293

Authors: Daniel N. Ostrov, Jonathan Goodman

Institution: New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2000436456

FWCI: 1.642

Cites: 5

Cited by: 65

Related to: 10