Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach
| Year of publication: |
2005
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|---|---|
| Authors: | Hilliard, Jimmy E. ; Schwartz, Adam |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 40.2005, 3, p. 671
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