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15

MCS
2010
Springer

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123views Pattern Recognition» more MCS 2010»

Pricing American options using a space-time adaptive finite difference method

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Pricing American options using a space-time adaptive finite difference method

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Jonas Persson, Lina von Sydow

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Added	29 Jan 2011
Updated	29 Jan 2011
Type	Journal
Year	2010
Where	MCS
Authors	Jonas Persson, Lina von Sydow

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