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The Valuation of American Put Option Based on Fuzzy Techniques

Xiaojian Yu, Zhaozhang Ren. The Valuation of American Put Option Based on Fuzzy Techniques. In International Conference on Computer Science and Software Engineering, CSSE 2008, Volume 3: Grid Computing / Distributed and Parallel Computing / Information Security, December 12-14, 2008, Wuhan, China. pages 750-753, IEEE Computer Society, 2008. [doi]

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Xiaojian Yu

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Zhaozhang Ren

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