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Junhua Sun · Study
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Author
Junhua Sun
1 works
· latest 2007
cluster: provisional
ORCID 0009-0009-3362-2846
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A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS
2007 · 24 citations
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A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS
Mathematical Finance
·
2007
·
3 authors
24
citations