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Spectral methods in derivatives pricing
Linetsky, Vadim - In: Financial engineering, (pp. 223-299). 2008
Persistent link: https://www.econbiz.de/10003567126
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Variational methods in derivatives pricing
Feng, Liming; Kovalov, Pavlo; Linetsky, Vadim; … - In: Financial engineering, (pp. 301-342). 2008
Persistent link: https://www.econbiz.de/10003567137