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Discrete Dynamics in Nature and Society
Volume 2014 (2014), Article ID 369795, 16 pages
Pricing American Options Using a Nonparametric Entropy Approach
1School of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu 611130, China
2Australian School of Business, University of New South Wales, NSW 2052, Australia
Received 4 February 2014; Accepted 7 March 2014; Published 8 May 2014
Academic Editor: Fenghua Wen
Copyright © 2014 Xisheng Yu and Li Yang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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