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On the Formultation of a Constrained Optimization Framework for Pricing American-style Options

Tenth Annual Conference for African American Researchers in the Mathematical Sciences June 22, 2004 - June 25, 2004

June 25, 2004 (09:00am PDT - 10:00am PDT)

Speaker(s): Donald Williams
Location: MSRI: Simons Auditorium

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