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~isPartOf:"IMA journal of management mathematics"
~person:"Zanette, Antonino"
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A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
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