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"RBF approximation by partition of unity for valuation of options under ..."
Ali Fereshtian, Reza Mollapourasl, Florin Avram (2019)
- Ali Fereshtian, Reza Mollapourasl, Florin Avram:
RBF approximation by partition of unity for valuation of options under exponential Lévy processes. J. Comput. Sci. 32: 44-55 (2019)
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