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On the solution of complementarity problems arising in American options pricing

✍ Scribed by Feng, Liming; Linetsky, Vadim; Luis Morales, José; Nocedal, Jorge

Book ID: 120548370
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 205 KB
Volume: 26
Category: Article
ISSN: 1055-6788
DOI: 10.1080/10556788.2010.514341

No coin nor oath required. For personal study only.

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