Free boundary and optimal stopping problems for American Asian options
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Publication:928494
DOI10.1007/s00780-007-0051-7zbMath1150.91022OpenAlexW1996496887MaRDI QIDQ928494
Publication date: 18 June 2008
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: http://amsacta.unibo.it/2322/1/28_American.pdf
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