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Group by: Date | Item Type Jump to: 2008 Number of items: 1. 2008Forster, R. and Kornhuber, R. and Mautner, R. and Sander, O. (2008) Fast and reliable pricing of American options with local volatility. In: Decomposition Methods in Science and Engineering XVII. Springer, pp. 383-390. ISBN 978-3-540-75198-4 |
