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• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes

  Raymond H. Chan, Tao Wu

  2018-03-21

  38320 4676 Pages:20-34

• Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation

  Minseok Park, Kyungsub Lee, Geon Ho Choe

  2018-02-09

  36090 3247 Pages:314-336