On the Formultation of a Constrained Optimization Framework for Pricing American-style Options
Tenth Annual Conference for African American Researchers in the Mathematical Sciences June 22, 2004 - June 25, 2004
Location: SLMath: Eisenbud Auditorium
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
10636
10636
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