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"Optimization framework for american-style option valuation with financial ..."

Donald Williams (2007)

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DOI: 10.1145/1347787.1347813

access: closed

type: Conference or Workshop Paper

metadata version: 2018-11-06

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  - conf/tapia/Williams07a
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Donald Williams:
Optimization framework for american-style option valuation with financial constraints. Richard Tapia Celebration of Diversity in Computing Conference 2007: 38

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