Pricing American options under Azzalini Ito-McKean skew Brownian motions

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Publication:6160632

DOI10.1016/J.AMC.2023.128040MaRDI QIDQ6160632

Athanasios A. Pantelous, Sultan Hussain, Muhammad Noorullah, Hifsa Arif

Publication date: 26 June 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)







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