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"Radial-basis-function-based finite difference operator splitting method ..."
Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi (2018)
- Mohan K. Kadalbajoo, Alpesh Kumar, Lok Pati Tripathi:
Radial-basis-function-based finite difference operator splitting method for pricing American options. Int. J. Comput. Math. 95(11): 2343-2359 (2018)
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