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Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme

✍ Scribed by Chan, Ron Tat Lung ;Hubbert, Simon

Book ID: 121750554
Publisher: Springer US
Year: 2013
Tongue: English
Weight: 540 KB
Volume: 17
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-013-9095-3

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