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"Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach."

Lingfei Li, Vadim Linetsky (2013)

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DOI: 10.1287/OPRE.2013.1167

access: closed

type: Journal Article

metadata version: 2023-09-30

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Lingfei Li, Vadim Linetsky:
Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach. Oper. Res. 61(3): 625-643 (2013)

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