A Sixth-Order CEV Option Valuation Algorithm on Non-uniform Spatial Grids

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Veröffentlicht in:International Conference on Computational Science and its Applications (22. : 2022 : Málaga; Online) Computational science and its applications - ICCSA 2022 workshops ; Part 1
1. Verfasser: Thakoor, Nawdha (VerfasserIn)
Pages:2022
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Sprache:eng
Veröffentlicht: 2022
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