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Valuation of American Strangles Through an Optimized Lower–Upper Bound Approach
Author(s):
Jing-Tang Ma
,
Wen-Yuan Li
,
Zhen-Yu Cui
Publication date:
2018
Journal:
Journal of the Operations Research Society of China
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Technology, Mind, and Behavior
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DOI::
10.1007/s40305-017-0174-2
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