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A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions

✍ Scribed by Bayraktar, Erhan

Book ID: 118204811
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 253 KB
Volume: 48
Category: Article
ISSN: 0363-0129
DOI: 10.1137/070686494

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