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Probabilistic approach to free boundary problems and pricing of American options

✍ Scribed by Ya. I. Belopolskaya; M. M. Romadanova

Publisher: Springer US
Year: 2011
Tongue: English
Weight: 774 KB
Volume: 176
Category: Article
ISSN: 1573-8795
DOI: 10.1007/s10958-011-0406-7

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