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"Solving complex PIDE systems for pricing American option under multi-state ..."
Muhammad S. Yousuf, A. Q. M. Khaliq, Salah Alrabeei (2018)
- Muhammad S. Yousuf
, A. Q. M. Khaliq, Salah Alrabeei
:
Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model. Comput. Math. Appl. 75(8): 2989-3001 (2018)
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