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"Pricing the American put using a new class of tight lower bounds."

Malik Magdon-Ismail (2003)

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DOI: 10.1109/CIFER.2003.1196247

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/Magdon-Ismail03
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Malik Magdon-Ismail:
Pricing the American put using a new class of tight lower bounds. CIFEr 2003: 93-100

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