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The representation of American options prices under stochastic volatility and jump-diffusion dynamics

✍ Scribed by Cheang, Gerald H. L.; Chiarella, Carl; Ziogas, Andrew

Book ID: 126173076
Publisher: Taylor and Francis Group
Year: 2013
Tongue: English
Weight: 234 KB
Volume: 13
Category: Article
ISSN: 1469-7688
DOI: 10.1080/14697688.2011.587828

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