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"Valuation of boundary-linked assets by stochastic boundary value problems ..."
Mercedes Esteban-Bravo, Jose M. Vidal-Sanz (2006)
- Mercedes Esteban-Bravo
, Jose M. Vidal-Sanz
:
Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm. Comput. Math. Appl. 52(1-2): 137-160 (2006)
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