Repository: Freie Universit├Ąt Berlin, Math Department

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Forster, 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

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