A numerical scheme for pricing American options with transaction costs under a jump diffusion process
Pages: 1793  1813,
Issue 4,
October
2017
doi:10.3934/jimo.2017019 Abstract
References
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Donny Citra Lesmana  Department of Mathematics, Bogor Agricultural University, Kampus IPB Darmaga, Bogor, Jawa Barat 16680, Indonesia (email)
Song Wang  Department of of Mathematics & Statistics, Curtin University, GPO Box U1987, WA 6845, Australia (email)
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