Numerical Methods for American Spread Options under Jump Diffusion Processes
Ziogas, Andrew, Cheang, Gerald H. L, Meyer, Gunter, Chiarella, Carl, Andrew Ziogas, School of, Economics, Finance, University of Technology, Sydney, Gunter Meyer, School of Mathematics, Georgia Institute of Technology
Year of Publication 04.07.2006
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Year of Publication 04.07.2006
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