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Finite-Difference Bisection Algorithms for Free Boundaries of American Options

Title
Finite-Difference Bisection Algorithms for Free Boundaries of American Options
Authors
Taekkeun Kim, Yonghoon Kwon권용훈
Date Issued
Mar-2015
Publisher
KSIAM
URI
http://oasis.postech.ac.kr/handle/2014.oak/26770
DOI
10.12941/JKSIAM.2015.19.001
ISSN
1226-9433
Article Type
ARTICLE
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