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American option pricing under stochastic volatility: an efficient numerical approach

✍ Scribed by Farid AitSahlia; Manisha Goswami; Suchandan Guha

Publisher: Springer-Verlag
Year: 2008
Tongue: English
Weight: 317 KB
Volume: 7
Category: Article
ISSN: 1619-697X
DOI: 10.1007/s10287-008-0082-3

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