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A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models

✍ Scribed by Kwon, YongHoon; Lee, Younhee

Book ID: 118187493
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
Tongue: English
Weight: 303 KB
Volume: 33
Category: Article
ISSN: 1064-8275
DOI: 10.1137/100806552

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