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    Arun Chockalingam, Kumar Muthuraman, An approximate moving boundary method for American option pricing, European Journal of Operational Research, 2014,

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    Hatem Ben-Ameur, Javier de Frutos, Tarek Fakhfakh, Vacaba Diaby, Upper and lower bounds for convex value functions of derivative contracts, Economic Modelling, 2013, 34, 69

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    Chuang-Chang Chang, Jun-Biao Lin, Wei-Che Tsai, Yaw-Huei Wang, Using Richardson extrapolation techniques to price American options with alternative stochastic processes, Review of Quantitative Finance and Accounting, 2012, 39, 3, 383

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    TOSHIKAZU KIMURA, ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS, Asia-Pacific Journal of Operational Research, 2010, 27, 02, 167

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    Alfredo Ibáñez, Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium, Management Science, 2003, 49, 9, 1210

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    Jérôme Detemple, Weidong Tian, The Valuation of American Options for a Class of Diffusion Processes, Management Science, 2002, 48, 7, 917

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    T. S. HO, RICHARD C. STAPLETON, MARTI G. SUBRAHMANYAM, The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske—Johnson Technique, The Journal of Finance, 1997, 52, 2