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Add link to Rolf's paper
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kfl committed Aug 31, 2012
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Expand Up @@ -5,6 +5,11 @@ Emperiments with different libraries and (eventually) algorithms for
pricing American Options. Currently only using a standard binomial
model.

The various implementation in `AmrPut`* is based on the R-code from
Rolf Poulsen's FAMØS paper
[Amerikanske optioner og finansielle beregninger](http://www.math.ku.dk/~rolf/FAMOES/Famoes_Follow-up.pdf)


Benmark Results from Haskell Version(s)
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