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Events
Efficient pricing of American options in models with stochastic volatility and jumps
Efficient pricing of American options in models with stochastic volatility and jumps
Operations Research and Financial Engineering
Efficient pricing of American options in models with stochastic volatility and jumps
April 29, 2008 - 04:30
-
April 29, 2008 - 06:30
Farid AitSahlia, University of Florida
EQuad - E219
