Follow
Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes. (arXiv:2104.11870v1 [q-fin.CP]) http://arxiv.org/abs/2104.11870
Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes. (arXiv:2104.11870v1 [q-fin.CP]) http://arxiv.org/abs/2104.11870