A Fast Numerical Method for the Black--Scholes Equation of American Options
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Publication:4443682
DOI10.1137/S0036142901390238zbMath1130.91336DBLPjournals/siamnum/HanW03WikidataQ57692558 ScholiaQ57692558MaRDI QIDQ4443682
Publication date: 18 January 2004
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
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