Hybrid Laplace Transform and Finite Difference Methods for...

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Hybrid Laplace Transform and Finite Difference Methods for Pricing American Options under Complex Models

Ma, Jingtang, Zhou, Zhiqiang, Cui, Zhenyu
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Year:
2017
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2989906
File:
PDF, 226 KB
2017
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