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"A computational weighted finite difference method for American and barrier ..."
Grzegorz Krzyzanowski, Marcin Magdziarz (2021)
- Grzegorz Krzyzanowski, Marcin Magdziarz:
A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model. Commun. Nonlinear Sci. Numer. Simul. 96: 105676 (2021)
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