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"A robust numerical method for pricing American options under Kou's ..."
Xiaoting Gan, Ying Yang, Kun Zhang (2020)
- Xiaoting Gan, Ying Yang, Kun Zhang:
A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method. J. Appl. Math. Comput. 62(1-2): 1-21 (2020)
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