PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME

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Publication:5010071

DOI10.1142/S0219024921500187zbMath1470.91327arXiv2106.12049OpenAlexW3157534343MaRDI QIDQ5010071

Fabien Le Floc'h

Publication date: 24 August 2021

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.12049





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