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P. Sevilla-Peris

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2000 – 2009

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2006
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J. C. Cortés, P. Sevilla-Peris, Lucas Jódar:
Constructing approximate diffusion processes with uncertain data. Math. Comput. Simul. 73(1-4): 125-132 (2006)
2005
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J. C. Cortés, Lucas Jódar, R. Sala, P. Sevilla-Peris:
Exact and numerical solution of Black-Scholes matrix equation. Appl. Math. Comput. 160(3): 607-613 (2005)
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Lucas Jódar, P. Sevilla-Peris, J. C. Cortés, R. Sala:
A new direct method for solving the Black-Scholes equation. Appl. Math. Lett. 18(1): 29-32 (2005)

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