NUMERICAL METHODS FOR OPTION PRICING PROBLEMS

Tang LIU;Pan Ming ZHANG

Journal of Systems Science and Mathematical Sciences ›› 2004, Vol. 24 ›› Issue (1) : 10-016.

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Journal of Systems Science and Mathematical Sciences ›› 2004, Vol. 24 ›› Issue (1) : 10-016. DOI: 10.12341/jssms10309
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NUMERICAL METHODS FOR OPTION PRICING PROBLEMS

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