Pricing American-Style Derivatives with European Call Options
Year of publication: |
2006
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Authors: | Laprise, Scott B. ; Fu, Michael C. ; Marcus, Steven I. ; Lim, Andrew E.B. ; Zhang, Huiju |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 52.2006, 1, p. 95-110
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