Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium
| Year of publication: |
2003
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| Authors: | Ibáñez, Alfredo |
| 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. 49.2003, 9, p. 1210-1228
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