Online citations, reference lists, and bibliographies.
← Back to Search

A Penalty Method For American Options With Jump Diffusion Processes

Y. d’Halluin, P.A. Forsyth, G. Labahn

Save to my Library
Download PDF
Analyze on Scholarcy Visualize in Litmaps
Reduce the time it takes to create your bibliography by a factor of 10 by using the world’s favourite reference manager
Time to take this seriously.
Get Citationsy