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Print TMP1.TIF (1 page) - Cornell University
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Print TMP1.TIF (1 page) - Cornell University
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KEY WORDS: American put options, European put options, local time,
free
... while the Black-Scholes European option pricing methodology applied to American
call
...... MYNENI, R. (1992): âThe Pricing of the American Option,â Annals of
App
.
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