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Predicting premature exercice of an American put on stocks: theory and empirical evidence

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hal-00602723 , version 1 (23-06-2011)

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  • HAL Id : hal-00602723 , version 1

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Marc Chesney, Jean Lefoll. Predicting premature exercice of an American put on stocks: theory and empirical evidence. 1996. ⟨hal-00602723⟩

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