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Parallel Binomial American Option Pricing under Proportional Transaction Costs. Applied Mathematics. 3(11). 2012.
Parallel binomial valuation of American options with proportional transaction costs. Advanced Parallel Processing Technology Symposium, Shanghai, China, September 2011. 6965:88--97.. 2011.
Department of Mathematics, University of York, Heslington, York, UK. YO10 5DD