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"A Markov Chain Approximation for American Option Pricing in Tempered ..."
Xiang Shi, Lihua Zhang, Young S. A. Kim (2015)
- Xiang Shi, Lihua Zhang, Young S. A. Kim:
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models. Frontiers Appl. Math. Stat. 1: 13 (2015)
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