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1 article related to "American Option Pricing"

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Articles

Methods

Published on 08 Jan 2016

A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models

in Mathematical Finance

Xiang Shi
Lihua Zhang
Young S. A. Kim

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2015.00013

5,827 views
4 citations