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"A policy iteration algorithm for the American put option and free boundary ..."
Evangelos F. Magirou, Paraskevas Vassalos, Nikolaos Barakitis (2020)
- Evangelos F. Magirou, Paraskevas Vassalos, Nikolaos Barakitis:
A policy iteration algorithm for the American put option and free boundary control problems. J. Comput. Appl. Math. 373: 112544 (2020)
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