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isPartOf:"Finance and stochastics"
~isPartOf:"Risks : open access journal"
~isPartOf:"Springer finance"
~person:"Hilber, Norbert"
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Computational methods for quantitative finance : finite element methods for derivative pricing
Hilber, Norbert
;
Reichmann, Oleg
;
Schwab, Christoph
; …
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2013
Persistent link: https://www.econbiz.de/10009715312
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