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Multigrid for American option pricing with stochastic volatility
Applied Mathematical Finance, 1999exaly
Nonparametric American Option Pricing
, 2008Jamie Alcock, T. A. Carmichael
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A discrete-time model of American put option in an uncertain environment
European Journal of Operational Research, 2003exaly
Optimal stopping, free boundary, and American option in a jump-diffusion model
Applied Mathematics and Optimization, 1997exaly