Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach (Q3635184)

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Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
scientific article

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    title
    Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach (English)
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    author
    Dmitry Davydov
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    Vadim Linetsky
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    publication date
    5 July 2009
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    Identifiers

    zbMATH DE Number
    5575208
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