@Article{IJNAM-9-777,
author = {Holmes , A. D. and Yang , H.},
title = {A Front-Fixing Finite Element Method for the Valuation of American Put Options on Zero-Coupon Bonds},
journal = {International Journal of Numerical Analysis and Modeling},
year = {2012},
volume = {9},
number = {4},
pages = {777--792},
abstract = {<p style="text-align: justify;">A front-fixing finite element method is developed for the valuation of American put options on zero-coupon bonds under a class of one-factor
models of short interest rates. Numerical results are presented to examine our
method and to compare it with the usual finite element method. A conjecture concerning the behavior of the early exercise boundary near the option
expiration date is proposed according to the numerical results.</p>},
issn = {2617-8710},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/ijnam/658.html}
}