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  A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach
 
 
Title: A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach
Author: Khaliq, A.Q.M.
Voss, D.A.
Kazmi, S.H.K.
Appeared in: Journal of banking and finance
Paging: Volume 30 (2006) nr. 2 pages 14 p.
Year: 2006
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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