A finite elements approach for spread contract valuation via associated two-dimensional PIDE

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Publication:2685272

DOI10.1007/s40314-022-02149-xOpenAlexW4313450362MaRDI QIDQ2685272

Olivares Pablo, Diaz Ciro

Publication date: 20 February 2023

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-022-02149-x






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