A comparison study of ADI and operator splitting methods on option pricing models

DOI10.1016/j.cam.2013.01.008zbMath1270.91096OpenAlexW2148090065MaRDI QIDQ1946200

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Publication date: 18 April 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.01.008

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