THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887): Difference between revisions

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+Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing
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+The Pricing of Options and Corporate Liabilities
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+Operator splitting methods for American option pricing.
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+COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
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