American option pricing using generalised stochastic hybrid systems

Fuente: arXiv

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Bibliographic Details
Main Authors:	Buckwar, Evelyn, Desmettre, Sascha, Mallinger, Agnes, Meddah, Amira
Format:	Preprint
Published:	2024
Subjects:	Computational Finance Probability Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.07477