Characterization of the American Put Option Using Convexity
| Year of publication: |
2011
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|---|---|
| Authors: | Xie, Dejun ; Edwards, David A. ; Schleiniger, Gilberto ; Zhu, Qinghua |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 18.2011, 4 (1.9.), p. 353-366
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