Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
| Year of publication: |
2009
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|---|---|
| Authors: | Bayraktar, Erhan ; Xing, Hao |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 70.2009, 3, p. 505-526
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