Error estimates for finite difference approximations of American put option price
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- Barone-Adesi, Giovanni, 2005. "The saga of the American put," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2909-2918, November.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-01 (All new papers)
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