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[IEEE 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM) - Dalian, China (2008.10.12-2008.10.14)] 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing - Binomial Tree Method for American Options in a Regime Switching Model
Yuan, Quan, Bian, Baojun, Yuan, GuiqiuYear:
2008
Language:
english
DOI:
10.1109/wicom.2008.2312
File:
PDF, 104 KB
english, 2008