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"American Options with Discontinuous Two-Level Caps."

Jérôme Detemple, Yerkin Kitapbayev (2018)

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DOI: 10.1137/17M1110791

access: closed

type: Journal Article

metadata version: 2020-10-26

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Jérôme Detemple, Yerkin Kitapbayev:
American Options with Discontinuous Two-Level Caps. SIAM J. Financial Math. 9(1): 219-250 (2018)

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