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Sung Chul Lee · Study

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Sung Chul Lee

1 works· latest 2014· 1 institutionscluster: provisionalORCID 0000-0001-9438-2385

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Efficient pricing of Bermudan options using recombining quadratures2014 · 15 citations

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Efficient pricing of Bermudan options using recombining quadratures

Journal of Computational and Applied Mathematics·2014·3 authors·Open access

15citations