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]
@article{ChoKKK06-0,
title = {Parameter estimation approach to the free boundary for the pricing of an american call option},
author = {Chung-Ki Cho and Sunbu Kang and Taekkeun Kim and YongHoon Kwon},
year = {2006},
doi = {10.1016/j.camwa.2006.03.009},
url = {http://dx.doi.org/10.1016/j.camwa.2006.03.009},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/ChoKKK06-0},
cites = {0},
citedby = {0},
journal = {Computers & Mathematics with Applications},
volume = {51},
number = {5},
pages = {713-720},
}