CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

By Xinfu Chen, J. Chadam, Lishang Jiang, Weian Zheng. 2007

67 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/e7c0a8c8a14b9f303475af58ca69971087ecc836

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1. Daniel Sevcovic

Citations in the corpus

• Analytical and Numerical Methods for Pricing Financial Derivatives (2011, background): “[24] that the early exercise boundary function % is convex (see also Chadam [22], Ekström and Tysk [40], [41]).”