Penalty method for pricing American-style Asian option with jumps diffusion process
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| Date: | 2023 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
2023
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| Series: | Mathematical Modeling and Computing |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0001463887 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |