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"Pricing options under jump diffusion processes with fitted finite volume ..."

Kai Zhang, Song Wang (2008)

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DOI: 10.1016/J.AMC.2007.12.043

access: closed

type: Journal Article

metadata version: 2021-12-02

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Kai Zhang, Song Wang:
Pricing options under jump diffusion processes with fitted finite volume method. Appl. Math. Comput. 201(1-2): 398-413 (2008)

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