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"An irregular grid method for high-dimensional free-boundary problems in ..."
Steffan Berridge, Johannes M. Schumacher (2004)
- Steffan Berridge, Johannes M. Schumacher:
An irregular grid method for high-dimensional free-boundary problems in finance. Future Gener. Comput. Syst. 20(3): 353-362 (2004)
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