Optimal exercise boundary for an American put option
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Publication:4541557
DOI10.1080/135048698334673zbMath1009.91025OpenAlexW2069625813MaRDI QIDQ4541557
Joseph B. Keller, Rachel Kuske
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048698334673
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