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A Laplace transform finite difference method for the Black–Scholes equation

✍ Scribed by Jaemin Ahn; Sungkwon Kang; YongHoon Kwon

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 782 KB
Volume: 51
Category: Article
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2009.08.012

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