An approximate moving boundary method for American option pricing. Chockalingam, A. & Muthuraman, K. European Journal of Operational Research, 240(2):431--438, 2015.
An approximate moving boundary method for American option pricing [link]Paper  doi  bibtex   
@article{DBLP:journals/eor/ChockalingamM15,
  author    = {Arun Chockalingam and
               Kumar Muthuraman},
  title     = {An approximate moving boundary method for American option pricing},
  journal   = {European Journal of Operational Research},
  volume    = {240},
  number    = {2},
  pages     = {431--438},
  year      = {2015},
  url       = {http://dx.doi.org/10.1016/j.ejor.2014.07.031},
  doi       = {10.1016/j.ejor.2014.07.031},
  timestamp = {Fri, 10 Oct 2014 01:00:00 +0200},
  biburl    = {http://dblp.dagstuhl.de/rec/bib/journals/eor/ChockalingamM15},
  bibsource = {dblp computer science bibliography, http://dblp.org}
}

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