Malik Magdon-Ismail. Pricing the American put using a new class of tight lower bounds. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 93-100, IEEE, 2003. [doi]
@inproceedings{Magdon-Ismail03,
title = {Pricing the American put using a new class of tight lower bounds},
author = {Malik Magdon-Ismail},
year = {2003},
doi = {10.1109/CIFER.2003.1196247},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196247},
researchr = {https://researchr.org/publication/Magdon-Ismail03},
cites = {0},
citedby = {0},
pages = {93-100},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}