Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models

DOI10.1080/00207160.2012.669475zbMath1255.91410OpenAlexW2140841759WikidataQ110124812 ScholiaQ110124812MaRDI QIDQ4903538

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Publication date: 22 January 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2012.669475

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