"A case study on pricing foreign exchange options using the modified ..."

Chittaranjan Mishra, Xiaoping Lu (2020)

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DOI: 10.1080/00207160.2019.1615619

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type: Journal Article

metadata version: 2025-01-19

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Chittaranjan Mishra, Xiaoping Lu:
A case study on pricing foreign exchange options using the modified Craig-Sneyd ADI scheme. Int. J. Comput. Math. 97(6): 1320-1338 (2020)

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