"An approximate moving boundary method for American option pricing."

Arun Chockalingam, Kumar Muthuraman (2015)

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DOI: 10.1016/J.EJOR.2014.07.031

access: closed

type: Journal Article

metadata version: 2020-02-21

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Arun Chockalingam, Kumar Muthuraman:
An approximate moving boundary method for American option pricing. Eur. J. Oper. Res. 240(2): 431-438 (2015)

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