Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion |
scientific article |
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Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (English)
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31 October 2014
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American options
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jump diffusion
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inexact arithmetic
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