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Numerical evaluation of the critical price and American options / by Walter Allegretto, Giovanni Barone-Adesi, Robert J. Elliot.

Lippincott Library HG136 .P4 no.25-94
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Format:
Book
Author/Creator:
Allegretto, W.
Contributor:
Barone Adesi, Giovanni, 1951-
Elliot, Robert J.
Rodney L. White Center for Financial Research.
Series:
Rodney L. White Center for Financial Research (Series) ; no. 25-94.
Rodney L. White Center for Financial Research ; 25-94
Language:
English
Physical Description:
13 leaves : illustrations ; 28 cm.
Place of Publication:
Philadelphia, PA : Rodney L. White Center for Financial Research, the Wharton School, University of Pennsylvania, [1994]
Notes:
Working paper.
Includes bibliographical references (leaves 11-12).
OCLC:
187466139

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