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Analytic approximation of the optimal exercise boundaries for american future options
Author(s) -
Kim Joon
Publication year - 1994
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990140103
Subject(s) - citation , futures contract , computer science , library science , economics , financial economics
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