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ORCID"Tridiagonal implicit method to evaluate European and American options ..."
Jaewook Lee, Younhee Lee (2013)
- Jaewook Lee, Younhee Lee:
Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models. J. Comput. Appl. Math. 237(1): 234-243 (2013)
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