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Valuation of American Strangles Through an Optimized Lower–Upper Bound Approach
Ma, Jing-Tang, Li, Wen-Yuan, Cui, Zhen-YuLanguage:
english
Journal:
Journal of the Operations Research Society of China
DOI:
10.1007/s40305-017-0174-2
Date:
August, 2017
File:
PDF, 534 KB
english, 2017