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"Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth ..."
Gongqiu Zhang, Lingfei Li (2022)
- Gongqiu Zhang, Lingfei Li
:
Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients. SIAM J. Financial Math. 13(3): 1144-1190 (2022)
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