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Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model

✍ Scribed by Toivanen, Jari

Book ID: 118191014
Publisher: Society for Industrial and Applied Mathematics
Year: 2008
Tongue: English
Weight: 267 KB
Volume: 30
Category: Article
ISSN: 1064-8275
DOI: 10.1137/060674697

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