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"BEM based semi-analytical approach for accurate evaluation of arithmetic ..."

Alessandra Aimi, Chiara Guardasoni (2024)

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DOI: 10.1016/J.CAMWA.2024.05.002

access: closed

type: Journal Article

metadata version: 2024-07-04

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Alessandra Aimi, Chiara Guardasoni:
BEM based semi-analytical approach for accurate evaluation of arithmetic Asian barrier options. Comput. Math. Appl. 167: 74-91 (2024)

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