An efficient binomial method for pricing American options
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Publication:1397603
DOI10.1007/s102030300000zbMath1040.91047MaRDI QIDQ1397603
Flavio Pressacco, Marcellino Gaudenzi
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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