CTMC integral equation method for American options under stochastic local volatility models (Q2246620): Difference between revisions

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+Zhen-Yu Cui
@@ Property / author: Zhen-Yu Cui / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2021.104145
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+W3160939411
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