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"An improved method for pricing and hedging long dated American options."
Frank J. Fabozzi et al. (2016)
- Frank J. Fabozzi, Tommaso Paletta, Silvia Stanescu, Radu Tunaru:
An improved method for pricing and hedging long dated American options. Eur. J. Oper. Res. 254(2): 656-666 (2016)
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