In this paper, we analyze the behavior of exercise boundary of American straddle option applying PDE method. If dividend is zero, it has only one exercise bound
Rounding errors often cause no convergence for an iteration sequence or result distortion in many fixed point iterative methods. In this paper, we study an iter
A generalized Bethe tree is a rooted tree for which the vertices in each level having equal degree. Let Bk be a generalized Bethe tree of k level, and let Kr be