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J4 ›› 2009, Vol. 47 ›› Issue (4): 717-722.

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Symmetry Properties on American Options

HUA Qiuling^1,2, YANG Chengrong^3

1. College of Mathematics, Jilin University, Changchun 130012, China;2. College of Science, Changchun University of Science and Technology, Changchun 130022, China;\=3. College of Business, Jilin University, Changchun 130012, China

Received:2008-12-05 Online:2009-07-26 Published:2009-08-24
Contact: YANG Chengrong E-mail:yangcr@mail.jlu.edu.cn.

Abstract

CLC Number:

O221.3

HUA Qiu-Ling, YANG Cheng-Rong. Symmetry Properties on American Options[J].J4, 2009, 47(4): 717-722.

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Symmetry Properties on American Options

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