On the optimal exercise boundary for an American put option
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Publication:5939023
DOI10.1155/S1110757X01000018zbMath0976.91029MaRDI QIDQ5939023
Ghada Alobaidi, Roland Mallier
Publication date: 20 September 2001
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/48999
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