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"On a free boundary problem for an American put option under the CEV process."

Miao Xu, Charles Knessl (2011)

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DOI: 10.1016/J.AML.2011.02.006

access: closed

type: Journal Article

metadata version: 2017-05-26

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Miao Xu, Charles Knessl:
On a free boundary problem for an American put option under the CEV process. Appl. Math. Lett. 24(7): 1191-1198 (2011)

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