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"A fast numerical approach to option pricing with stochastic interest rate, ..."
Sumei Zhang, Lihe Wang (2013)
- Sumei Zhang, Lihe Wang:
A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps. Commun. Nonlinear Sci. Numer. Simul. 18(7): 1832-1839 (2013)
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