Wavelet Galerkin pricing of American options on Lévy driven assets

DOI10.1080/14697680500244478zbMath1134.91450OpenAlexW2134864040MaRDI QIDQ3375382

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Publication date: 8 March 2006

Published in: (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/147515

Mathematics Subject Classification ID

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