"Pricing American options for jump diffusions by iterating optimal stopping ..."

Erhan Bayraktar, Hao Xing (2009)

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DOI: 10.1007/S00186-008-0282-1

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type: Journal Article

metadata version: 2020-03-03

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Erhan Bayraktar, Hao Xing:
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Math. Methods Oper. Res. 70(3): 505-525 (2009)

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