✦ LIBER ✦
Solving complex PDE systems for pricing American options with regime-switching by efficient exponential time differencing schemes
✍ Scribed by A.Q.M. Khaliq; B. Kleefeld; R.H. Liu
- Book ID
- 112164442
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 310 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0749-159X
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