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Tomas Bokes

Identifiers

  • name variant Tomas Bokes 0.60 · backfill

Papers (2)

  1. A unified approach to determining the early exercise boundary position at expiry for American style of general class of derivatives q-fin.PR · 2010 · author #1
  2. Early exercise boundary for American type of floating strike Asian option and its numerical approximation q-fin.PR · 2009 · author #1

Mentions

  • 1012.0348 #1 · backfill · confidence 0.70 Tomas Bokes
  • 0912.1321 #1 · backfill · confidence 0.70 Tomas Bokes

Frequent Coauthors