Arunachalam Chockalingam, Kumar Muthuraman. Pricing American options when asset prices jump. Oper. Res. Lett., 38(2):82-86, 2010. [doi]
@article{ChockalingamM10,
title = {Pricing American options when asset prices jump},
author = {Arunachalam Chockalingam and Kumar Muthuraman},
year = {2010},
doi = {10.1016/j.orl.2009.11.001},
url = {http://dx.doi.org/10.1016/j.orl.2009.11.001},
researchr = {https://researchr.org/publication/ChockalingamM10},
cites = {0},
citedby = {0},
journal = {Oper. Res. Lett.},
volume = {38},
number = {2},
pages = {82-86},
}