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Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models

✍ Scribed by Kiessling, Jonas; Tempone, Raúl

No coin nor oath required. For personal study only.

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A Finite Difference Scheme for Option Pr

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A Radial Basis Function Scheme for Optio

✍ Brummelhuis, Raymond; Chan, Ron T. L. 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 547 KB