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Analysis of exercise boundary of American interest rate option
易法槐, 彭新玲, 陈映珊
Analysis of exercise boundary of American interest rate option
YI Fa-huai, PENG Xin-ling, CHEN Ying-shan
Applied Mathematics and Mechanics (English Edition) . 2008, (3): 409 -420 .  DOI: 10.1007/s10483-008-0312-y

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