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Exact matches for:
- Author = Bhim L
1.
Bhim L, Kawai R
Louis Bhim and Reiichiro Kawai:
Polynomial upper and lower bounds for financial derivative price functions under regime-switching,
Journal of Computational Finance,
22
(2018),
no. 2,
35–71.
2.
Bhim L, Kawai R
Louis Bhim and Reiichiro Kawai:
Smooth upper bounds for the price function of American style options,
International Journal of Theoretical and Applied Finance,
21
(2018),
no. 1,
1850009.
MR3786715
3.
Bhim L
Louis Bhim:
Polynomial bounds for solutions to boundary value and obstacle problems with applications to financial derivative pricing,
Bulletin of the Australian Mathematical Society,
-
(2018),
no. 97,
174–176.
| Number of matches: 3 |