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Double continuation regions for American and Swing options with negative discount rate in Lévy models
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Language: English
Channel Number: 40983465
Article Number: 523
Date: November 5, 2019, 4:00 am
URL: /pg/newsfeeds/rss_source/item/41271/double-continuation-regions-for-american-and-swing-options-with-negative-discount-rate-in-lvy-models
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