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A New Spectral Element Method for Pricing European Options Under the Black–Scholes and Merton Jump Diffusion Models

✍ Scribed by Feng Chen, Jie Shen, Haijun Yu


Book ID
113071801
Publisher
Springer US
Year
2011
Tongue
English
Weight
789 KB
Volume
52
Category
Article
ISSN
0885-7474

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