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A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
Cen, Zhongdi
;
Le, Anbo
;
Xu, Aimin
- In:
Computational Economics
40
(
2012
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10010866812
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