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Analytic solution for American strangle options using Laplace–Carson transforms
Kang, Myungjoo, Jeon, Junkee, Han, Heejae, Lee, SominVolume:
47
Language:
english
Journal:
Communications in Nonlinear Science and Numerical Simulation
DOI:
10.1016/j.cnsns.2016.11.024
Date:
June, 2017
File:
PDF, 763 KB
english, 2017