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Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs

Matabel Odin; Jane Akinyi Aduda; Omari, Cyprian Ondieki (Journal of Mathematical Finance, 2023-02)

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Author
- Jane Akinyi Aduda (1)
- Matabel Odin (1)
- Omari, Cyprian Ondieki (1)
Date Issued
- 2023 (1)
Has File(s)
- Yes (1)