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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