Complete Analytical Solution of the American Style Option Pricing with Constant and Stochastic Volatilities: A Probability Density Function Approach
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2013 ◽
Vol 91
(1)
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pp. 14-23
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1991 ◽
Vol 3
(4)
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pp. 511-513
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2015 ◽
Vol 162
(4)
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pp. 1464-1476
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