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A semilinear Black and Scholes partial differential equation for valuing American options

✍ Scribed by Fred E. Benth; Kenneth H. Karlsen; Kristin Reikvam

Book ID: 106235932
Publisher: Springer-Verlag
Year: 2003
Tongue: English
Weight: 232 KB
Volume: 7
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s007800200091

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