"Valuation of American options via basis functions."

Tze Leung Lai, Samuel Po-Shing Wong (2004)

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DOI: 10.1109/TAC.2004.824466

access: closed

type: Journal Article

metadata version: 2020-05-20

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Tze Leung Lai, Samuel Po-Shing Wong:
Valuation of American options via basis functions. IEEE Trans. Autom. Control. 49(3): 374-385 (2004)

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