Application of the Singularity-Separating Method to American Exotic Option Pricing

You-lan Zhu, Bin-mu Chen, Hongliang Ren, Hanping Xu. Application of the Singularity-Separating Method to American Exotic Option Pricing. Adv. Comput. Math., 19(1-3):147-158, 2003. [doi]

Authors

You-lan Zhu

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Bin-mu Chen

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Hongliang Ren

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Hanping Xu

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