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Iterative Methods for Pricing American Options under the Bates Model
Salmi, Santtu, Toivanen, Jari, von Sydow, LinaVolume:
18
Year:
2013
Language:
english
Journal:
Procedia Computer Science
DOI:
10.1016/j.procs.2013.05.279
File:
PDF, 130 KB
english, 2013