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International Journal of Computer Mathematics Volume 86, 2009 - Issue 6: SPECIAL ISSUE ON FINANCIAL DERIVATIVES
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Original Articles

A second-order Nyström-type discretization for the early-exercise curve of American put options

Pascal Heider Mathematisches Institut der Universität zu Köln, Köln, GermanyCorrespondence[email protected]
Pages 982-991 | Received 12 Aug 2008, Accepted 03 Oct 2008, Published online: 01 Jun 2009

References

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