검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
AREA ESTIMATION BETWEEN THE EARLY EXERCISE BOUNDARIES FOR THE AMERICAN PUT OPTION WITH DIFFERENT LOCAL VOLATILITIES Ahmad N, Saleem MS, Rehman N, Hussain S, Shashiashvili M SIAM Journal on Control and Optimization, 51(3), 1988, 2013 |
| 2 |
Subsolutions That Are Close in the Uniform Norm Are Close in the Sobolev Norm as Well Saleem MS, Shashiashvili M Applied Mathematics and Optimization, 66(1), 1, 2012 |
| 3 |
The American Foreign Exchange Option in Time-Dependent One-Dimensional Diffusion Model for Exchange Rate Rehman N, Shashiashvili M Applied Mathematics and Optimization, 59(3), 329, 2009 |