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Front-Tracking Finite Difference Methods for the Valuation of American Options

✍ Scribed by K.N. Pantazopoulos; E.N. Houstis; S. Kortesis

Book ID: 110266399
Publisher: Springer US
Year: 1998
Tongue: English
Weight: 115 KB
Volume: 12
Category: Article
ISSN: 1572-9974
DOI: 10.1023/a:1008695215988

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