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Pricing American options under stochastic volatility and...

Pricing American options under stochastic volatility and stochastic interest rates

Alexey Medvedev, Olivier Scaillet
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Volume:
98
Year:
2010
Language:
english
Pages:
15
DOI:
10.1016/j.jfineco.2010.03.017
File:
PDF, 696 KB
english, 2010
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