You are hereBook chapters 2007
Book chapters 2007
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"Free Boundary Problems"
(I. Figueiredo, J. Rodrigues, L. Santos, eds). Birkhäuser, 2007. ISBN: 978-3-7643-7718-2 - Author(s): A. Bermúdez, M. Rodríguez, C. Vázquez.
Title: Comparison of two algorithms to solve the fixed-strike Amerasian options pricing problem.
Pages: 95-106