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"A second order L0 stable algorithm for evaluating European options."
Ruppa K. Thulasiram et al. (2006)
- Ruppa K. Thulasiram, Chen Zhen, Amit Chhabra, Parimala Thulasiraman, Abba B. Gumel:
A second order L0 stable algorithm for evaluating European options. Int. J. High Perform. Comput. Netw. 4(5/6): 311-320 (2006)
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