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"A comparison of asymptotic analytical formulae with finite-difference ..."
Tatiana Paraskevova Chernogorova, Beáta Stehlíková (2012)
- Tatiana Paraskevova Chernogorova, Beáta Stehlíková:
A comparison of asymptotic analytical formulae with finite-difference approximations for pricing zero coupon bond. Numer. Algorithms 59(4): 571-588 (2012)
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