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An analytic approximation for valuation of the American option under the Heston model in two regimes
Jeon, Junkee
;
Huh, Jeonggyu
;
Park, Kyunghyun
- In:
Computational economics
56
(
2020
)
2
,
pp. 499-528
Persistent link: https://www.econbiz.de/10012272044
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