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Asymptotic analysis of European and American options with jumps in the underlying.

Lamia BenothmanFaouzi Trabelsi
Published in: Int. J. Math. Oper. Res. (2012)
Keyphrases
  • asymptotic analysis
  • fluid model
  • markov chain
  • neural network
  • united states
  • optimality conditions
  • decision making