Operator splitting schemes for American options under the two-asset Merton jump-diffusion model. Boen, L. & in 't Hout, K. J. CoRR, 2019. Link Paper bibtex @article{journals/corr/abs-1912-06809,
added-at = {2020-01-03T00:00:00.000+0100},
author = {Boen, Lynn and in 't Hout, Karel J.},
biburl = {https://www.bibsonomy.org/bibtex/211cc21c3336bbcc14f354ea85b502785/dblp},
ee = {http://arxiv.org/abs/1912.06809},
interhash = {e1af440898c4d7dc874b0b0d24b2f43f},
intrahash = {11cc21c3336bbcc14f354ea85b502785},
journal = {CoRR},
keywords = {dblp},
timestamp = {2020-01-04T11:38:40.000+0100},
title = {Operator splitting schemes for American options under the two-asset Merton jump-diffusion model.},
url = {http://dblp.uni-trier.de/db/journals/corr/corr1912.html#abs-1912-06809},
volume = {abs/1912.06809},
year = 2019
}
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