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A new fourth-order numerical scheme for option pricing under the CEV model

✍ Scribed by N. Thakoor; D.Y. Tangman; M. Bhuruth

Book ID: 119188057
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 219 KB
Volume: 26
Category: Article
ISSN: 0893-9659
DOI: 10.1016/j.aml.2012.08.002

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