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"An forward difference method and a comparative study of the numerical ..."

Yuqiong Ding, Qinxin Wu, Xiong Wang (2017)

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DOI: 10.1109/SII.2017.8279190

access: closed

type: Conference or Workshop Paper

metadata version: 2018-02-14

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Yuqiong Ding, Qinxin Wu, Xiong Wang:
An forward difference method and a comparative study of the numerical methods for american put option pricing. SII 2017: 66-71

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