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MR1784574 (2001e:91083) 91B28
Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti The valuation of American barrier options using the decomposition technique. Computational aspects of complex securities. J. Econom. Dynam. Control 24 (2000), no. 11-12, 1783–1827.
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