A closed-form solution to American options under general diffusion processes
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Publication:2869962
DOI10.1080/14697680903193405zbMath1278.91171MaRDI QIDQ2869962
Publication date: 17 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903193405
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Cites Work
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- Beyond Perturbation
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- Option pricing: A simplified approach
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