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Valuing American options using fast recursive projections. (2016). Scaillet, Olivier ; Cosma, Antonio ; Galluccio, Stefano ; Pederzoli, Paola.
In: Working Papers.
RePEc:gnv:wpgsem:unige:82087.

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  50. Models for S&P500 Dynamics: Evidence from Realized Volatility, Daily Returns, and Option Prices. (2007). Jacobs, Kris ; Mimouni, Karim.
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    RePEc:aah:create:2007-37.

    Full description at Econpapers || Download paper

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