An efficient binomial method for pricing American options

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Publication:1397603

DOI10.1007/S102030300000zbMath1040.91047OpenAlexW2072542119MaRDI QIDQ1397603

Marcellino Gaudenzi, Flavio Pressacco

Publication date: 6 August 2003

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102030300000




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