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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
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A note on the never-
early-exercise
region of American power exchange options
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Yu, …
- In:
Operations research letters
44
(
2016
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10011455592
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