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Alternative characterizations of American put options (1992)

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by Peter Carr , Robert Jarrow , Ravi Myneni , Leslie Greengard , David Heath , Steve Heston , Farshid Jamshidian , Ioannis Karatzas , In Joon Kim , Damien Lamberton , Larry Merville , Stephen Ross , David Shimko , Chester Spatt , John Strain
Venue:Mathematical Finance
Citations:81 - 2 self