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"The implication of missing the optimal-exercise time of an American option."
Arun Chockalingam, Haolin Feng (2015)
- Arun Chockalingam, Haolin Feng:
The implication of missing the optimal-exercise time of an American option. Eur. J. Oper. Res. 243(3): 883-896 (2015)
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