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Pricing multi-asset American option under Heston-CIR diffusion model with jumps

Farshid Mehrdoust, Somayeh Fallah, Oldouz Samimi. Pricing multi-asset American option under Heston-CIR diffusion model with jumps. Communications in Statistics - Simulation and Computation, 50(11):3182-3193, 2021. [doi]

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