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