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"An efficient numerical method for pricing a Russian option with a finite ..."

Zhongdi Cen, Anbo Le (2021)

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DOI: 10.1080/00207160.2021.1872063

access: closed

type: Journal Article

metadata version: 2021-09-28

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Zhongdi Cen, Anbo Le:
An efficient numerical method for pricing a Russian option with a finite time horizon. Int. J. Comput. Math. 98(10): 2025-2039 (2021)

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