Analytic American option pricing: The flat-barrier lower bound

A. Sbuelz

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalEconomic Notes
Volume33
Issue number3
Publication statusPublished - 2004

Cite this

@article{7aabf529cf414a26b6ee818c9eecaa0d,
title = "Analytic American option pricing: The flat-barrier lower bound",
author = "A. Sbuelz",
note = "DP 2003-64",
year = "2004",
language = "English",
volume = "33",
journal = "Economic Notes",
issn = "0391-5026",
publisher = "Wiley-Blackwell",
number = "3",

}

Analytic American option pricing : The flat-barrier lower bound. / Sbuelz, A.

In: Economic Notes, Vol. 33, No. 3, 2004.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Analytic American option pricing

T2 - The flat-barrier lower bound

AU - Sbuelz, A.

N1 - DP 2003-64

PY - 2004

Y1 - 2004

M3 - Article

VL - 33

JO - Economic Notes

JF - Economic Notes

SN - 0391-5026

IS - 3

ER -