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Browse Liberal Arts and Sciences, College of by Author "Xu, Miao"

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Asymptotic Methods applied to an American Option under a CEV Process

Xu, Miao (2012-12-07)

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On a Free Boundary Problem for an American Put Option Under the CEV Process

Xu, Miao; Knessl, Charles (Elsevier, 2011-07)

PDF (252KB)

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