"Numerical Valuation of European and American Options under Kou's ..."

Jari Toivanen (2008)

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DOI: 10.1137/060674697

access: closed

type: Journal Article

metadata version: 2020-07-30

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Jari Toivanen:
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model. SIAM J. Sci. Comput. 30(4): 1949-1970 (2008)

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