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"An integral equation approach for the valuation of American-style ..."
Nhat-Tan Le, Song-Ping Zhu, Xiaoping Lu (2016)
- Nhat-Tan Le, Song-Ping Zhu, Xiaoping Lu:
An integral equation approach for the valuation of American-style down-and-out calls with rebates. Comput. Math. Appl. 71(2): 544-564 (2016)
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