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Regularity of the American Put option in the Black–Scholes model with general discrete dividends

✍ Scribed by M. Jeunesse; B. Jourdain

Book ID: 116888886
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 424 KB
Volume: 122
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2012.05.009

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