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"The Critical Price of the American Put Near Maturity in the Jump Diffusion ..."
Aych I. Bouselmi, Damien Lamberton (2016)
- Aych I. Bouselmi, Damien Lamberton:
The Critical Price of the American Put Near Maturity in the Jump Diffusion Model. SIAM J. Financial Math. 7(1): 236-272 (2016)
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