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Burkovska, O. et al. (2018). Calibration to American options: numerical investigation of the de-Americanization method. Quantitative finance. 18 (7), pp. 1091-1113. [Online].
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Burkovska, O. et al. (2018). Calibration to American options: numerical investigation of the de-Americanization method. Quantitative finance. 18 (7), pp. 1091-1113. [Online].