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"Numerical pricing of American options under two stochastic factor models ..."
Jamal Amani Rad, Kourosh Parand (2014)
- Jamal Amani Rad, Kourosh Parand:
Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method. CoRR abs/1412.6064 (2014)
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