Pricing exotic options with L-stable Padé schemes
Year of publication: |
2007
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Authors: | Khaliq, A.Q.M. ; Voss, D.A. ; Yousuf, M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 31.2007, 11, p. 3438-3461
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