Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions

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Publication:1960553

DOI10.1016/S0165-1889(98)00078-5zbMath1016.91049MaRDI QIDQ1960553

Adam Kucera, Nadima El-Hassan, Carl Chiarella

Publication date: 12 January 2000

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)




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