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"A discrete-time model of American put option in an uncertain environment."

Yuji Yoshida (2003)

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DOI: 10.1016/S0377-2217(02)00591-X

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - journals/eor/Yoshida03
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Yuji Yoshida:
A discrete-time model of American put option in an uncertain environment. Eur. J. Oper. Res. 151(1): 153-166 (2003)

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