AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS...

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The ANZIAM Journal 2018 / 2

AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD

KE, ZIWIE, GOARD, JOANNA, ZHU, SONG-PING
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Language:
english
Journal:
The ANZIAM Journal
DOI:
10.1017/S1446181117000438
Date:
February, 2018
File:
PDF, 306 KB
english, 2018
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