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"Higher-order interpolated lattice schemes for multidimensional option ..."

Hideyuki Tanaka (2014)

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DOI: 10.1016/J.CAM.2013.05.016

access: open

type: Journal Article

metadata version: 2021-02-16

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Hideyuki Tanaka:
Higher-order interpolated lattice schemes for multidimensional option pricing problems. J. Comput. Appl. Math. 255: 313-333 (2014)

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