Robust upper bounds for American put options
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2018/10/31
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Journal
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Indian UGC (journal)
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Refrences17
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Ye Du Western Business School, Southwestern University of Finance and Economics Chengdu China
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Shan Xue School of Finance, Southwestern University of Finance and Economics Chengdu China
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Yanchu Liu Lingnan (University) College, Sun Yat‐sen University Guangzhou China ORCID (unauthenticated)
Abstract
Cite
Du, Ye, et al. “Robust Upper Bounds for American Put Options”. Journal of Futures Markets, vol. 39, no. 1, 2018, pp. 3-14, https://doi.org/10.1002/fut.21961.
Du, Y., Xue, S., & Liu, Y. (2018). Robust upper bounds for American put options. Journal of Futures Markets, 39(1), 3-14. https://doi.org/10.1002/fut.21961
Du Y, Xue S, Liu Y. Robust upper bounds for American put options. Journal of Futures Markets. 2018;39(1):3-14.
Journal Categories
Social Sciences
Commerce
Business
Social Sciences
Commerce
Business
Accounting
Bookkeeping
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Contributions to the Theory of Games III | 1957 | |||
| 10.1017/S0022109000002258 | ||||
| Analytical Upper Bounds for American Option Prices | Journal of Financial and Quantitative Analysis |
| 15 | 2002 |
| 10.1016/S0196-3821(06)23006-5 | ||||
ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications | Management Science |
| 159 | 2004 |