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"A Bridge between American and European Options: The "Ameripean" ..."

Paul V. Johnson et al. (2011)

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DOI: 10.1137/09077730X

access: closed

type: Journal Article

metadata version: 2021-10-14

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Paul V. Johnson, Nicholas J. Sharp, Peter W. Duck, David P. Newton:
A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model. SIAM J. Financial Math. 2(1): 965-988 (2011)

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