"An IMEX predictor-corrector method for pricing options under ..."

Kamran Kazmi (2019)

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DOI: 10.1080/00207160.2018.1446526

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type: Journal Article

metadata version: 2022-02-15

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Kamran Kazmi:
An IMEX predictor-corrector method for pricing options under regime-switching jump-diffusion models. Int. J. Comput. Math. 96(6): 1137-1157 (2019)

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