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 Date: 2010-06-20 11:37:46Crank–Nicolson method Mathematical finance Symbol |
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| First Page | Document Content | |
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Date: 2010-06-20 11:37:46Crank–Nicolson method Mathematical finance Symbol |
Add to Reading List |
Numerical valuation for option pricing under jump-diffusion models by finite differences YongHoon Kwon Younhee Lee