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"A new approach for pricing American put options."

George Yin, Jianwu Wang, Qing Zhang (2004)

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DOI: 10.1109/CDC.2004.1429355

access: closed

type: Conference or Workshop Paper

metadata version: 2022-01-18

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George Yin, Jianwu Wang, Qing Zhang:
A new approach for pricing American put options. CDC 2004: 3925-3929

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