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P.-A. Nitsche · Study
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P.-A. Nitsche
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· latest 2005
· 1 institutions
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Wavelet Galerkin pricing of American options on Lévy driven assets
2005 · 109 citations
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Wavelet Galerkin pricing of American options on Lévy driven assets
Quantitative Finance
·
2005
·
3 authors
109
citations