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An Iterative Method for American Put Option Pricing under a CEV Model KCI

Title
An Iterative Method for American Put Option Pricing under a CEV Model
Authors
Seungkyu Lee장봉규In Joon Kim
Date Issued
2012-12
Publisher
대한산업공학회
URI
https://oasis.postech.ac.kr/handle/2014.oak/40520
DOI
10.7232/JKIIE.2012.38.4.244
ISSN
1225-0988
Article Type
Article
Citation
대한산업공학회지, vol. 38, no. 4, 2012-12
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장봉규JANG, BONG GYU
Dept. of Industrial & Management Eng.
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