explicit series approximation to the optimal exercise boundary外文翻译.pdfVIP

Commun Nonlinear Sci Numer Simulat 15 (2010) 1148–1158 Contents lists available at ScienceDirect Commun Nonlinear Sci Numer Simulat journal homepage: www.else /locate/cnsns An explicit series approximation to the optimal exercise boundary of American put options Jun Cheng a,b, Song-Ping Zhu c,*, Shi-Jun Liao b a Shanghai Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072, China b S