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JANG, BONG GYU(장봉규)
scopus
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Dept. of Industrial & Management Eng.(산업경영공학과)
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Results 1-1 of 1 (Search time: 0.001 seconds).
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2013
1
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Article
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American option
1
ANALYTIC APPROXIMATION
1
BOUNDARY
1
C
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C6
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C63
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Early exercise boundary
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G
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G1
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G13
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: BOUNDARY
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: BOUNDARY
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Article
A Simple Iterative Method for the Valuation of American Options
SCIE
SSCI
SCOPUS
QUANTITATIVE FINANCE, vol. 13, no. 6, page. 885 - 895, 2013-06-01
In Joon Kim
;
Jang, BG
;
Kyeong Tae Kim
1
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