THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES

DOI10.1142/S0219024909005270zbMath1178.91193OpenAlexW3124671438MaRDI QIDQ3637887

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Publication date: 14 July 2009

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024909005270

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