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Boundary value methods with the Crank–Nicolson preconditioner for pricing options in the jump-diffusion model

✍ Scribed by Yang, Shu-Ling; Lee, Spike T.; Sun, Hai-Wei

Book ID: 120556282
Publisher: Taylor and Francis Group
Year: 2011
Tongue: English
Weight: 221 KB
Volume: 88
Category: Article
ISSN: 0020-7160
DOI: 10.1080/00207160.2010.524929

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