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"Operator splitting methods for pricing American options under stochastic ..."

Samuli Ikonen, Jari Toivanen (2009)

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DOI: 10.1007/S00211-009-0227-5

access: closed

type: Journal Article

metadata version: 2017-05-28

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Samuli Ikonen, Jari Toivanen:
Operator splitting methods for pricing American options under stochastic volatility. Numerische Mathematik 113(2): 299-324 (2009)

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