| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5091479 | Journal of Banking & Finance | 2005 | 10 Pages |
Abstract
The American put is one of the oldest problems in mathematical finance. We review the development of the relevant literature over the last 40Â years. Today the mainstream computational problems have been solved satisfactorily and the target of research is shifting towards the development of further insights into the value of timing investment decisions.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Giovanni Barone-Adesi,