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An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options

Published on 26 August 2014
Authors Juan C. Arismendi, ICMA Centre and Universidade de Brasília (UnB) and Marcel Prokopczuk, Zeppelin University and ICMA Centre
Series Reference 2014-7
External link http://ssrn.com/abstract=2486173