Lesmana, D., & Wang, S. (2017). A numerical scheme for pricing american options with transaction costs under a jump diffusion process. American Institute of Mathematical Sciences.
Chicago Style (17th ed.) CitationLesmana, D., and Song Wang. A Numerical Scheme for Pricing American Options with Transaction Costs Under a Jump Diffusion Process. American Institute of Mathematical Sciences, 2017.
MLA (9th ed.) CitationLesmana, D., and Song Wang. A Numerical Scheme for Pricing American Options with Transaction Costs Under a Jump Diffusion Process. American Institute of Mathematical Sciences, 2017.
Warning: These citations may not always be 100% accurate.