Special Seminar by Prof. Dr. Song-Ping Zhu
Title: A new integral equation formulation for pricing American put options Speaker: Prof. Dr. Song-Ping Zhu, School of Mathematics and Applied Statistics, University of Wollongong, Australia Time: 16 November 2023 Time 3:00 – 4:00 PM. Room: M301 Abstract: In this talk, a completely new integral equation for the price of an American put option as […]
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