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Suchandan Guha
Information about the author Suchandan Guha will soon be added to the site.
Found
2 papers
in total
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American option pricing under stochastic volatility: an efficient numerical approach
2010
This paper develops a new numerical technique to price an American option written upon...
American option pricing under stochastic volatility: an empirical evaluation
2010
Over the past few years, model complexity in quantitative finance has increased...
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