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COS method for option pricing...
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Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
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High-order computational methods for option valuation under multifactor models
Rambeerich, N.
;
Tangman, D. Y.
;
Lollchund, M. R.
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
1
,
pp. 219-226
Persistent link: https://www.econbiz.de/10009677905
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