"High-order time stepping scheme for pricing American option under Bates model."

Muhammad S. Yousuf (2019)

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DOI: 10.1080/00207160.2017.1420785

access: closed

type: Journal Article

metadata version: 2023-03-10

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Muhammad S. Yousuf:
High-order time stepping scheme for pricing American option under Bates model. Int. J. Comput. Math. 96(1): 18-32 (2019)

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