The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines
Year of publication: |
[2008]
|
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Authors: | Chiarella, Carl |
Other Persons: | Kang, Boda (contributor) ; Meyer, Gunter H. (contributor) ; Ziogas, Andrew (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (43 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1129062 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D11 - Consumer Economics: Theory |
Source: | ECONIS - Online Catalogue of the ZBW |
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