Darren G. Richards

University of Cambridge - Judge Business School

Research Associate

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

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Pricing American Options Fitting the Smile

Mathematical Finance, Vol. 10, No. 2, April 2000
Number of pages: 21 Posted: 17 Mar 2001 Last Revised: 05 Aug 2018
M. A. H. Dempster and Darren G. Richards
University of Cambridge - Centre for Financial Research and University of Cambridge - Judge Business School
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