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Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks - MaRDI portal

Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504)

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scientific article; zbMATH DE number 7030703
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Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks
scientific article; zbMATH DE number 7030703

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