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A Simple Iterative Method for the Valuation of American Options
- Title
- A Simple Iterative Method for the Valuation of American Options
- Date Issued
- 2010-08-30
- Publisher
- PMI of POSTECH
- Article Type
- Conference
- Citation
- 2010 International Workshop on Recent Trends in Learning, Computation, and Finance, 2010-08-30
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Related Researcher
- 장봉규JANG, BONG GYU
- Dept. of Industrial & Management Eng.