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Title: Approximating the Early Exercise Boundary for American-style Options (Financial Modeling and Analysis)
Authors: Kimura, Toshikazu
Author's alias: 木村, 俊一
Issue Date: Dec-2012
Publisher: 京都大学数理解析研究所
Journal title: 数理解析研究所講究録
Volume: 1818
Start page: 1
End page: 16
URI: http://hdl.handle.net/2433/194618
Appears in Collections:Financial Modeling and Analysis

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