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American options: the EPV pricing model
Bojarčenko, Svetlana I.
;
Levendorskiǐ, Sergei
- In:
Annals of finance
1
(
2005
)
3
,
pp. 267-292
Persistent link: https://www.econbiz.de/10003014356
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Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
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pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
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