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RBF–based IMEX finite difference schemes for pricing option under liquidity switching - MaRDI portal

RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589)

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scientific article; zbMATH DE number 7899562
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English
RBF–based IMEX finite difference schemes for pricing option under liquidity switching
scientific article; zbMATH DE number 7899562

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    RBF–based IMEX finite difference schemes for pricing option under liquidity switching (English)
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    21 August 2024
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