Numerical Analysis of American Option Pricing in a Jump-Diffusion Model
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Publication:4361790
DOI10.1287/moor.22.3.668zbMath0883.90021OpenAlexW2159074954MaRDI QIDQ4361790
Publication date: 4 March 1998
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.22.3.668
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