Search Results - Lesmana, D.

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  1. 1
    A numerical scheme for pricing american options with transaction costs under a jump diffusion process

    A numerical scheme for pricing american options with transaction costs under a jump diffusion process by Lesmana, D., Wang, Song

    Published 2017
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  2. 2
    Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs

    Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs by Lesmana, D., Wang, Song

    Published 2015
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