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20162023
most citedStability Analysis of a Simple Discretization Method for a Class of Strongly Singular Integral Equations

2 citations · 4 across the 5 of their papers we have counts for

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math.NA2017

A Product Integration Method for the Approximation of the Early Exercise Boundary in the American Option Pricing Problem

Khadijeh Nedaiasl, Ali Foroush Bastani, Aysan Rafiee

In this paper, an integral equation representation for the early exercise boundary of an American option contract is considered. Thus far, a number of different techniques have bee…