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Moving mesh methods for pricing Asian options with regime switching

Moving mesh methods for pricing Asian options with regime switching

Ma, Jingtang; Zhou, Zhiqiang

期刊名称Journal of Computational and Applied Mathematics
作者Ma, Jingtang; Zhou, Zhiqiang
卷第298卷
印刷ISSN0377-0427
文件大小390.09KB
发表时间2016-05
DOI10.1016/j.cam.2015.11.027
页码211-221

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