A simple numerical method for pricing an American put option
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Publication:2375408
DOI10.1155/2013/128025zbMath1266.91104OpenAlexW2011289995WikidataQ59001689 ScholiaQ59001689MaRDI QIDQ2375408
Hi Jun Choe, Yong-Ki Ma, Beom Jin Kim
Publication date: 14 June 2013
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/128025
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