"Pricing passport option using higher order compact scheme."

Ankur Kanaujiya, Siddhartha P. Chakrabarty (2021)

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DOI: 10.1002/CMM4.1204

access: closed

type: Journal Article

metadata version: 2023-09-30

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Ankur Kanaujiya, Siddhartha P. Chakrabarty:
Pricing passport option using higher order compact scheme. Comput. Math. Methods 3(6) (2021)

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