Stop the war!
Остановите войну!
for scientists:
default search action
"Operator splitting schemes for American options under the two-asset Merton ..."
Lynn Boen, Karel J. in 't Hout (2019)
- Lynn Boen, Karel J. in 't Hout:
Operator splitting schemes for American options under the two-asset Merton jump-diffusion model. CoRR abs/1912.06809 (2019)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.