Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme.

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Publication:1399766

DOI10.1016/S0096-3003(02)00343-0zbMATH Open1053.91062MaRDI QIDQ1399766

Author name not available (Why is that?)

Publication date: 30 July 2003

Published in: (Search for Journal in Brave)




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