Closed-form approximation of American options
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- Bruce Mizrach, 2002. "When Did The Smart Money in Enron Lose Its' Smirk?," Departmental Working Papers 200224, Rutgers University, Department of Economics.
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- repec:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-016-2267-4 is not listed on IDEAS
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KeywordsAmerican option approximation closed-form finite-lived lower bound;
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