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"An integration preconditioning method for solving option pricing problems."

Y. Li et al. (2021)

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DOI: 10.1080/00207160.2020.1746960

access: closed

type: Journal Article

metadata version: 2021-03-02

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Y. Li, Chi Ngai Sam, Y. C. Hon, K. S. Ng:
An integration preconditioning method for solving option pricing problems. Int. J. Comput. Math. 98(2): 367-388 (2021)

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