Advanced search
Publication Cover
Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
Submit an article Journal homepage
151
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Simple improvement method for upper bound of American option

Mika Fujii Faculty of Economics, Kyushu University, Fukuoka-shi, Fukuoka, 812-8581, Japan
,
Koichi Matsumoto Faculty of Economics, Kyushu University, Fukuoka-shi, Fukuoka, 812-8581, JapanCorrespondence[email protected]
&
Kengo Tsubota Faculty of Economics, Kyushu University, Fukuoka-shi, Fukuoka, 812-8581, Japan
Pages 449-466 | Received 08 Oct 2009, Accepted 23 Aug 2010, Published online: 08 Jun 2011

Citations (3)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Articles from other publishers (3)

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.