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NUMERICAL VALUATION OF EUROPEAN AND AMERICAN OPTIONS UNDER KOU'S JUMP-DIFFUSION MODEL.

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  • المؤلفون: Toivanen, Jari1
  • المصدر:
    SIAM Journal on Scientific Computing. 2008, Vol. 30 Issue 4, p1949-1970. 22p. 7 Charts, 3 Graphs.