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"Pricing of Basket Options Using Dimension Reduction and Adaptive Finite ..."
Lina von Sydow et al. (2015)
- Lina von Sydow, Paria Ghafari, Erik Lehto, Mats Wångersjö:
Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time. ENUMATH 2015: 607-615
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