A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607)
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scientific article; zbMATH DE number 5682509
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Componentwise Splitting Method for Pricing American Options Under the Bates Model |
scientific article; zbMATH DE number 5682509 |
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A Componentwise Splitting Method for Pricing American Options Under the Bates Model (English)
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17 March 2010
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