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"A fast numerical method to price American options under the Bates model."
Luca Vincenzo Ballestra, Liliana Cecere (2016)
- Luca Vincenzo Ballestra, Liliana Cecere:
A fast numerical method to price American options under the Bates model. Comput. Math. Appl. 72(5): 1305-1319 (2016)
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