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"Parallel Binomial American Option Pricing with (and without) Transaction Costs"
Nan Zhang, Alet Roux, Tomasz Zastawniak (2011)
- Nan Zhang, Alet Roux, Tomasz Zastawniak:
Parallel Binomial American Option Pricing with (and without) Transaction Costs. CoRR abs/1110.2477 (2011)
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