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"A simple and efficient numerical method for pricing discretely monitored ..."

Min Huang, Guo Luo (2022)

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DOI: 10.1016/J.AMC.2022.126985

access: closed

type: Journal Article

metadata version: 2022-03-12

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Min Huang, Guo Luo:
A simple and efficient numerical method for pricing discretely monitored early-exercise options. Appl. Math. Comput. 422: 126985 (2022)

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