Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation

By Bokes Tomáš   Ševčovič Daniel  

Applied Mathematical Finance, Vol. 18, Iss. 5, 2011-11 ,pp. : 367-394

Routledge Ltd

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The American put option in a one-dimensional diffusion model with level-dependent volatility

By Babilua P.   Bokuchava I.   Dochviri B.   Shashiashvili M.  

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Taylor & Francis Ltd

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The British Put Option

By Peskir Goran   Samee Farman  

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A second-order Nystrom-type discretization for the early-exercise curve of American put options

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International Journal of Computer Mathematics, Vol. 86, Iss. 6, 2009-06 ,pp. : 982-991

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Computational Methods for Pricing American Put Options

By Liu Y.   Yin G.   Zhang Q.  

Journal of Optimization Theory and Applications, Vol. 127, Iss. 2, 2005-11 ,pp. : 389-410

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