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                                       Details for article 23 of 35 found articles
 
 
  Operator splitting schemes for American options under the two-asset Merton jump-diffusion model
 
 
Title: Operator splitting schemes for American options under the two-asset Merton jump-diffusion model
Author: Boen, Lynn
in 't Hout, Karel J.
Appeared in: Applied numerical mathematics
Paging: Volume 153 () nr. C pages 114-131
Year: 2020
Contents:
Publisher: IMACS
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 23 of 35 found articles
 
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