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Pricing American options under stochastic volatility and stochastic interest rates

✍ Scribed by Alexey Medvedev; Olivier Scaillet

Book ID: 113711238
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 696 KB
Volume: 98
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2010.03.017

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