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Pricing Bermudan options under local Lévy models with default
Borovykh, A., Pascucci, A., Oosterlee, C.W.Volume:
450
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2017.01.071
Date:
June, 2017
File:
PDF, 474 KB
english, 2017