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"Early exercise boundaries for American-style knock-out options."
João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias (2020)
- João Pedro Vidal Nunes, João Pedro Ruas, José Carlos Dias:
Early exercise boundaries for American-style knock-out options. Eur. J. Oper. Res. 285(2): 753-766 (2020)
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