Multigrid for American option pricing with stochastic volatility

DOI10.1080/135048699334528zbMath1009.91034OpenAlexW2007788643MaRDI QIDQ4541576

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Publication date: 4 September 2002

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/135048699334528

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