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~isPartOf:"Journal of economic dynamics & control"
~person:"Yang, Wensheng"
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American option pricing
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Journal of economic dynamics & control
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CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
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