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LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
- Published online by Cambridge University Press:
- 09 October 2020, pp. 514-547
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COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
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- Journal:
- The ANZIAM Journal / Volume 51 / Issue 4 / April 2010
- Published online by Cambridge University Press:
- 21 December 2010, pp. 430-448
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