A penalty method for American options with jump diffusion processes (Q1889909)
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scientific article; zbMATH DE number 2121831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A penalty method for American options with jump diffusion processes |
scientific article; zbMATH DE number 2121831 |
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A penalty method for American options with jump diffusion processes (English)
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13 December 2004
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