Pricing American Options With Jumps in Asset and Volatility

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Pricing American Options With Jumps in Asset and Volatility

Taruvinga, Blessing, Kang, Boda, Sklibosios Nikitopoulos, Christina
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Year:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3272506
File:
PDF, 1.04 MB
english, 2018
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