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American option
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Free boundary problem
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Jump-diffusion model
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Chiarella, Carl
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Ziogas, Andrew
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Society for Computational Economics - SCE
Université Paris-Dauphine (Paris IX)
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Bank for International Settlements (BIS)
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Colwell, David , Banking & Finance, Australian School of Business, UNSW
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Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
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EconWPA
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EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
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Lee, Brendan Chee-Seng, Banking & Finance, Australian School of Business, UNSW
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Université Paris-Dauphine
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Økonomisk institutt, Universitetet i Oslo
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Computing in Economics and Finance 2003
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McKean’s Method applied to American Call Options on Jump-Diffusion Processes
Ziogas, Andrew
;
Chiarella, Carl
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Society for Computational Economics - SCE
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2003
Persistent link: https://www.econbiz.de/10005132910
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