Parameter estimation approach to the free boundary for the pricing of an american call option

Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, YongHoon Kwon. Parameter estimation approach to the free boundary for the pricing of an american call option. Computers & Mathematics with Applications, 51(5):713-720, 2006. [doi]

Authors

Chung-Ki Cho

This author has not been identified. Look up 'Chung-Ki Cho' in Google

Sunbu Kang

This author has not been identified. Look up 'Sunbu Kang' in Google

Taekkeun Kim

This author has not been identified. Look up 'Taekkeun Kim' in Google

YongHoon Kwon

This author has not been identified. Look up 'YongHoon Kwon' in Google