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A new approach for numerical identification of optimal exercise curve

Title
A new approach for numerical identification of optimal exercise curve
Authors
Cho, CKKang, SKim, TKwon, Y
POSTECH Authors
Kwon, Y
Date Issued
Jan-2004
Publisher
SPRINGER-VERLAG BERLIN
Keywords
FREE-BOUNDARY; OPTION; EQUATION
URI
http://oasis.postech.ac.kr/handle/2014.oak/29770
ISSN
0302-9743
Article Type
Article
Citation
LECTURE NOTES IN COMPUTER SCIENCE, 3045, 926, 934
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 KWON, YONGHOON
Dept of Mathematics
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