The valuation of American options with the stochastic liquidity risk and jump risk
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Publication:6608229
DOI10.1016/j.physa.2024.129911MaRDI QIDQ6608229
Shoude Huang, Hong-yu Zhang, Ke Wang, Xunxiang Guo
Publication date: 19 September 2024
Published in: Physica A (Search for Journal in Brave)
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