Pricing Bermudan options under Merton jump-diffusion asset dynamics
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: International Journal of Computer Mathematics
سال: 2015
ISSN: 0020-7160,1029-0265
DOI: 10.1080/00207160.2015.1070838