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Generalized trapezoidal formulas for valuing American options.

M. M. ChawlaMansour Al-ZanaidiDavid J. Evans
Published in: Int. J. Comput. Math. (2004)
Keyphrases
  • united states
  • membership functions
  • decision making
  • option pricing
  • database
  • case study
  • mathematical formulas
  • information systems
  • data model