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}, }