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Journal of Scientific Computing 2017 / 11

Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing

Ma, Jingtang, Zhou, Zhiqiang
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Language:
english
Journal:
Journal of Scientific Computing
DOI:
10.1007/s10915-017-0604-7
Date:
November, 2017
File:
PDF, 629 KB
english, 2017
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