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An integral equation representation approach for valuing Russian options with a finite time horizon.

Junkee JeonHeejae HanHyeonuk KimMyungjoo Kang
Published in: Commun. Nonlinear Sci. Numer. Simul. (2016)
Keyphrases
  • integral equation
  • pairwise
  • multiscale
  • multiresolution
  • image representation