A fourth order numerical method based on B-spline functions for pricing Asian options

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Publication:2197862

DOI10.1016/j.camwa.2020.04.001zbMath1446.65133OpenAlexW3017165884MaRDI QIDQ2197862

Pradip Roul

Publication date: 1 September 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2020.04.001




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