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Cho, Chung-Ki, Kang, Sunbu, Kim, Taekkeun, Kwon, Yonghoon (2006) Parameter estimation approach to the free boundary for the pricing of an american call option. Computers & Mathematics with Applications, 51. 713-720 doi:10.1016/j.camwa.2006.03.009

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Reference TypeJournal (article/letter/editorial)
TitleParameter estimation approach to the free boundary for the pricing of an american call option
JournalComputers & Mathematics with Applications
AuthorsCho, Chung-KiAuthor
Kang, SunbuAuthor
Kim, TaekkeunAuthor
Kwon, YonghoonAuthor
Year2006 (March)Volume51
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2006.03.009Search in ResearchGate
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Mindat Ref. ID6571721Long-form Identifiermindat:1:5:6571721:9
GUID0
Full ReferenceCho, Chung-Ki, Kang, Sunbu, Kim, Taekkeun, Kwon, Yonghoon (2006) Parameter estimation approach to the free boundary for the pricing of an american call option. Computers & Mathematics with Applications, 51. 713-720 doi:10.1016/j.camwa.2006.03.009
Plain TextCho, Chung-Ki, Kang, Sunbu, Kim, Taekkeun, Kwon, Yonghoon (2006) Parameter estimation approach to the free boundary for the pricing of an american call option. Computers & Mathematics with Applications, 51. 713-720 doi:10.1016/j.camwa.2006.03.009
In(n.d.) Computers & Mathematics with Applications Vol. 51. Elsevier BV

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