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"Compact IMEX scheme for a moving boundary PIDE system of the ..."

Yong Chen (2024)

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DOI: 10.1007/S11075-023-01599-6

access: closed

type: Journal Article

metadata version: 2024-02-26

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Yong Chen:
Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing. Numer. Algorithms 95(3): 1055-1077 (2024)

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