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Cookie SettingsIkonen, S., & Toivanen, J. (2005). Efficient numerical methods for pricing American options under stochastic volatility. University of Jyväskylä.
Chicago Style CitationIkonen, Samuli, and Jari Toivanen. Efficient Numerical Methods for Pricing American Options Under Stochastic Volatility. [Jyväskylä]: University of Jyväskylä, 2005.
MLA CitationIkonen, Samuli, and Jari Toivanen. Efficient Numerical Methods for Pricing American Options Under Stochastic Volatility. University of Jyväskylä, 2005.
Harvard Style CitationIkonen, S. & Toivanen, J. 2005. Efficient numerical methods for pricing American options under stochastic volatility. [Jyväskylä]: University of Jyväskylä.
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