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• Variance Swap Pricing under Hybrid Jump Model

  S. Liu, B. Wiwatanapataphee, Y.H. Wu, Y. Yang

  2020-06-12

  43110 3367 Pages:594-619

• A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds

  Edson Pindza, Kailash C. Patidar

  2018-09-17

  40361 4770 Pages:126-138