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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 (09:00 AM PDT - 10:00 AM PDT)
Speaker(s): Donald Williams
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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10636

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