A power penalty approach to American option pricing with jump diffusion processes (Q1008786)
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scientific article; zbMATH DE number 5535072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A power penalty approach to American option pricing with jump diffusion processes |
scientific article; zbMATH DE number 5535072 |
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A power penalty approach to American option pricing with jump diffusion processes (English)
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30 March 2009
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American option pricing
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penalty method
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finite element method
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