The compound option approach to American options on jump-diffusions
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Publication:953702
DOI10.1016/j.jedc.2003.06.002zbMath1201.91195OpenAlexW2042758485MaRDI QIDQ953702
C. R. Chandrasekhar Reddy Gukhal
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2003.06.002
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