"Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of ..."

Jörg Kampen (2011)

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DOI: 10.1137/080731086

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type: Journal Article

metadata version: 2020-05-20

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Jörg Kampen:
Global Regularity and Probabilistic Schemes for Free Boundary Surfaces of Multivariate American Derivatives and Their Greeks. SIAM J. Appl. Math. 71(1): 288-308 (2011)

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