Methods for the rapid solution of the pricing PIDEs in...

Journal of Computational and Applied Mathematics 2008 Vol. 222; Iss. 1

Methods for the rapid solution of the pricing PIDEs in exponential and Merton models

Anita Mayo
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Volume:
222
Year:
2008
Language:
english
Pages:
16
DOI:
10.1016/j.cam.2007.10.017
File:
PDF, 375 KB
english, 2008
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