An exact and explicit solution for the valuation of American put options

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Publication:5484647

DOI10.1080/14697680600699811zbMath1136.91468OpenAlexW2062341116MaRDI QIDQ5484647

Song-Ping Zhu

Publication date: 21 August 2006

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680600699811




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