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Quasi-analytical approximation
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Li, Minqiang
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Review of Derivatives Research
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A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of Derivatives Research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008526469
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