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OpenAlex concept - C70771513
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OpenAlex
C70771513
Smeal faculty
Jingzhi Huang
- score 1.5
David Haushalter
- score 0.7
Papers
The valuation of American barrier options using the decomposition technique
(2000)
- cites 102
PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD
(1999)
- cites 88
WHY HEDGE? SOME EVIDENCE FROM OIL AND GAS PRODUCERS
(2001)
- cites 18