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~subject:"Finanzanalyse"
~person:"Bhuruth, Muddun"
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Chebyshev spectral method
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International journal of theoretical and applied finance
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A two-factor jump-diffusion model for pricing convertible bonds with default risk
Coonjobeharry, Radha Krishn
;
Tangman, Désiré Yannick
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011572351
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