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/ Tomas Bokes
Tomas Bokes
Identifiers
name variant
Tomas Bokes
0.60 · backfill
Papers (2)
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
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
Daniel Sevcovic
1 shared papers