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MR2563914 91G60 (65M99 91G20)
Cheng, Jun; Zhu, Song-Ping; Liao, Shi-Jun An explicit series approximation to the optimal exercise boundary of American put options. Commun. Nonlinear Sci. Numer. Simul. 15 (2010), no. 5, 1148–1158.
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