Numerical solution of two asset jump diffusion models for...

Numerical solution of two asset jump diffusion models for option valuation

Simon S. Clift, Peter A. Forsyth
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Volume:
58
Year:
2008
Language:
english
Pages:
40
DOI:
10.1016/j.apnum.2007.02.005
File:
PDF, 657 KB
english, 2008
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