Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps

Fuente: arXiv

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Bibliographic Details
Main Author:	Itkin, Andrey
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities Computational Finance Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2308.08760