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Pricing American Options under Stochastic Volatility and Stochastic Interest Rates

Pricing American Options under Stochastic Volatility and Stochastic Interest Rates

AutorenO. Scaillet, A. Medvedev
JournalJournal of Financial Economics
Datum1. Jan. 2010
KategorieAcademic Publications
Volumevol. 98 (1), pp 145-159

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