High-order time stepping scheme for pricing American option under Bates model

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Publication:5031791

DOI10.1080/00207160.2017.1420785zbMath1499.65450OpenAlexW2791950136MaRDI QIDQ5031791

Muhammad Irfan Yousuf

Publication date: 16 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2017.1420785





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