Pricing an American Option by Approximating Its Early Exercise Boundary as a Multipiece Exponential Function
| Year of publication: |
1998
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|---|---|
| Authors: | Ju, Nengjiu |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 11.1998, 3, p. 627-646
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