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Song-Ping Zhu
Associate Professor at Univ of Wollongong
SPIE Involvement:
Author
Publications (1)
Proceedings Article | 23 May 2005 Paper
A closed-form exact solution for the value of American put and its optimal exercise boundary
Proceedings Volume 5848, (2005) https://doi.org/10.1117/12.609078
KEYWORDS: Numerical analysis, Analytical research, Differential equations, Chemical elements, Mathematics, Finite difference methods, Finite element methods, Monte Carlo methods, Complex systems, Samarium
Conference Committee Involvement (1)
Noise and Fluctuations in Econophysics and Finance
24 May 2005 | Austin, Texas, United States
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