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"Rannacher time-marching with orthogonal spline collocation method for ..."
Komal Deswal, Devendra Kumar (2022)
- Komal Deswal, Devendra Kumar:
Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters. Appl. Math. Comput. 427: 127168 (2022)
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