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Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method - MaRDI portal

Pricing Options with Stochastic Volatilities by the Local Differential Quadrature Method

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Publication:3112716

DOI10.3970/CMES.2009.046.129zbMATH Open1231.91453OpenAlexW2283962934MaRDI QIDQ3112716

Author name not available (Why is that?)

Publication date: 6 February 2012


Full work available at URL: http://www.techscience.com/doi/10.3970/cmes.2009.046.129.html



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