Valuation of N-stage Investments Under Jump-Diffusion Processes
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Volume (Year): 39 (2012)
Issue (Month): 3 (March)
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- Snorre Lindset, 2007. "Pricing American exchange options in a jump‐diffusion model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(3), pages 257-273, 03.
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