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European Journal of Operational Research 2020 / 2

Early Exercise Boundaries for American-Style Knock-Out Options

Vidal Nunes, João Pedro, Ruas, João Pedro, Dias, José Carlos
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Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2020.02.006
Date:
February, 2020
File:
PDF, 1.02 MB
english, 2020
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