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A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion

✍ Scribed by d'Halluin, Y.; Forsyth, P. A.; Labahn, G.

Book ID: 118190835
Publisher: Society for Industrial and Applied Mathematics
Year: 2005
Tongue: English
Weight: 379 KB
Volume: 27
Category: Article
ISSN: 1064-8275
DOI: 10.1137/030602630

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