Efficient Numerical Pricing of American Call Options Using...

Efficient Numerical Pricing of American Call Options Using Symmetry Arguments

Stentoft, Lars
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Volume:
12
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm12020059
Date:
April, 2019
File:
PDF, 609 KB
english, 2019
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