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"On convergence of Laplace inversion for the American put option under the ..."
Si-Hun Jo, Minsuk Yang, Geon Woo Kim (2016)
- Si-Hun Jo, Minsuk Yang
, Geon Woo Kim:
On convergence of Laplace inversion for the American put option under the CEV model. J. Comput. Appl. Math. 305: 36-43 (2016)
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