| Title |
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ADI schemes for valuing European options under the Bates model
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| Author |
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| Abstract |
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| Language |
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English
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| Source (journal) |
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Applied numerical mathematics. - Amsterdam |
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| Publication |
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Amsterdam : 2018
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| ISSN |
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0168-9274
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| Volume/pages |
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130(2018), p. 143-156
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| ISI |
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000432508200009
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| Full text (Publisher's DOI) |
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| Full text (open access) |
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