@Article{JCM-21-305,
author = {Wu , Xiong-Hua and Feng , Xiu-Juan},
title = {A Numerical Method for Determining the Optimal Exercise Price to American Options},
journal = {Journal of Computational Mathematics},
year = {2003},
volume = {21},
number = {3},
pages = {305--310},
abstract = {<p style="text-align: justify;">American options can be exercised prior to the date of expiration, the valuation of American options then constitutes a free boundary value problem. How to determine the free boundary, i.e. the optimal exercise price, is a key problem. In this paper, a nonlinear equation is given. The free boundary can be obtained by solving the nonlinear equation and the numerical results are better.</p>},
issn = {1991-7139},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/jcm/10258.html}
}