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High-order time stepping scheme for pricing American option under Bates model.

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Bibliographic Details
Title: High-order time stepping scheme for pricing American option under Bates model.
Authors: Yousuf, M.1, myousuf@kfupm.edu.sa
Source: International Journal of Computer Mathematics; Jan2019, Vol. 96 Issue 1, p18-32, 15p
Database: Applied Science & Technology Source
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Description
ISSN:00207160
DOI:10.1080/00207160.2017.1420785