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scientific article; zbMATH DE number 5259915
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scientific article; zbMATH DE number 5259915

    Statements

    author
    Peng Sun
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    Lei Zhang
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    Weidong Zhao
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    publication date
    4 April 2008
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    zbMATH Keywords
    American option
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    stochastic volatility
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    finite volume
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    operator splitting
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    Identifiers

    zbMATH DE Number
    5259915
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