DBLP Record 'journals/siamsc/Toivanen08'

BibTeX

@article{DBLP:journals/siamsc/Toivanen08,
  author    = {Jari Toivanen},
  title     = {Numerical Valuation of European and American Options under
               Kou's Jump-Diffusion Model},
  journal   = {SIAM J. Scientific Computing},
  volume    = {30},
  number    = {4},
  year      = {2008},
  pages     = {1949-1970},
  ee        = {http://dx.doi.org/10.1137/060674697},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}