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DG method for pricing European options under Merton jump-diffusion model
Hozman, Jiří, Tichý, Tomáš, Vlasák, MiloslavVolume:
64
Language:
english
Journal:
Applications of Mathematics
DOI:
10.21136/AM.2019.0305-18
Date:
October, 2019
File:
PDF, 304 KB
english, 2019