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

  Raymond H. Chan & Tao Wu

  2018-03-21

  38217 4602 Pages:20-34

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

  Minseok Park, Kyungsub Lee & Geon Ho Choe

  2018-02-09

  35986 3200 Pages:314-336