Optimal Exercise Boundary of American Option

Korean Journal of Financial Studies 2007;36(6):927-961.
Published online December 31, 2007.

미국식 옵션의 최적행사경계치

최병욱

Key Words: 가치일치조건,미국형 옵션,적분방정식해법,조기행사프리미엄,최적행사경계치,American Options,Critical Stock Prices,Early Exercise Premium,Integral Equation Method,Optimal Exercise Boundary

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